-69.3%
CPNG vs ITOT
+97.2%
-166.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +1.9% |
| 7D | -1.1% | -0.9% | -0.2% | +0.2% |
| 30D | -7.4% | -1.5% | -5.9% | -5.5% |
| 3M | -12.3% | +3.6% | -15.9% | -16.7% |
| 6M | -19.4% | +13.7% | -33.1% | -32.4% |
| YTD | -35.9% | +12.9% | -48.8% | -45.6% |
| 1Y | -53.4% | +17.2% | -70.6% | -62.4% |
| 3Y | -20.0% | +75.6% | -95.6% | -65.9% |
| 5Y | -49.6% | +75.5% | -125.0% | -78.7% |
| All | -69.3% | +97.2% | -166.5% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling