-53.4%
CPNG vs IRM
+22.0%
-75.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.0% | +2.6% |
| 7D | -1.1% | -1.4% | +0.3% | -0.8% |
| 30D | -7.4% | -7.4% | 0.0% | -5.8% |
| 3M | -12.3% | -7.4% | -5.0% | -11.5% |
| 6M | -19.4% | +8.7% | -28.1% | -23.2% |
| YTD | -35.9% | +40.9% | -76.8% | -44.5% |
| 1Y | -53.4% | +20.5% | -73.9% | -57.8% |
| All | -53.4% | +22.0% | -75.4% | -57.8% |
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 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