-53.0%
CPNG vs IRE
-84.0%
+31.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.8% | +6.5% | 0.0% |
| 7D | -7.6% | +29.0% | -36.6% | -9.0% |
| 30D | -8.8% | +24.2% | -33.1% | -10.7% |
| 3M | -7.2% | -53.2% | +45.9% | -6.5% |
| 6M | -21.5% | -36.0% | +14.5% | -23.6% |
| YTD | -37.4% | -51.0% | +13.6% | -39.0% |
| All | -53.0% | -84.0% | +31.0% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling