-69.3%
CPNG vs IRM
+292.0%
-361.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.0% | +2.2% |
| 7D | -1.1% | -1.4% | +0.3% | -0.5% |
| 30D | -7.4% | -7.4% | 0.0% | -4.6% |
| 3M | -12.3% | -7.4% | -5.0% | -10.5% |
| 6M | -19.4% | +8.7% | -28.1% | -23.7% |
| YTD | -35.9% | +40.9% | -76.8% | -46.6% |
| 1Y | -53.4% | +20.5% | -73.9% | -58.4% |
| 3Y | -20.0% | +101.7% | -121.7% | -46.6% |
| 5Y | -49.6% | +197.7% | -247.2% | -71.4% |
| All | -69.3% | +292.0% | -361.3% | -80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling