-46.0%
CPNG vs IRM
+187.5%
-233.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.3% |
| 7D | -6.8% | +6.8% | -13.5% | -9.7% |
| 30D | +5.5% | +2.6% | +2.9% | +3.8% |
| 3M | -6.8% | -9.5% | +2.7% | -3.1% |
| 6M | -4.8% | -8.5% | +3.7% | -2.3% |
| YTD | -35.6% | +40.3% | -75.9% | -47.7% |
| 1Y | -46.8% | +28.7% | -75.4% | -54.8% |
| 3Y | -0.8% | +111.8% | -112.6% | -41.5% |
| All | -46.0% | +187.5% | -233.5% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling