-46.9%
CPNG vs ITOT
+14.7%
-61.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.5% | +10.4% | +9.7% |
| 7D | +20.8% | -0.7% | +21.5% | +22.0% |
| 30D | +20.1% | -1.1% | +21.2% | +22.0% |
| 3M | +1.6% | -0.8% | +2.4% | +2.9% |
| 6M | -15.8% | +7.0% | -22.8% | -23.9% |
| YTD | -27.7% | +13.3% | -41.1% | -39.8% |
| 1Y | -46.9% | +14.8% | -61.8% | -56.6% |
| All | -46.9% | +14.7% | -61.6% | -56.6% |
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