-46.8%
CPNG vs ITOT
+20.8%
-67.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.0% |
| 7D | -7.4% | +0.1% | -7.5% | -7.6% |
| 30D | -4.4% | 0.0% | -4.4% | -4.5% |
| 3M | -7.5% | +2.0% | -9.5% | -10.2% |
| 6M | -19.9% | +13.0% | -33.0% | -32.8% |
| YTD | -35.2% | +14.0% | -49.1% | -45.8% |
| 1Y | -46.8% | +19.9% | -66.7% | -57.9% |
| All | -46.8% | +20.8% | -67.6% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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