-46.9%
CPNG vs IRM
+19.5%
-66.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +11.5% |
| 7D | +20.8% | +2.6% | +18.3% | +20.1% |
| 30D | +20.1% | +5.6% | +14.4% | +18.3% |
| 3M | +1.6% | -4.7% | +6.3% | +2.5% |
| 6M | -15.8% | -6.1% | -9.7% | -14.9% |
| YTD | -27.7% | +46.3% | -74.1% | -39.3% |
| 1Y | -46.9% | +18.7% | -65.6% | -52.4% |
| All | -46.9% | +19.5% | -66.4% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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