-51.1%
CPNG vs IVZ
+57.9%
-109.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -5.4% | -2.4% | -3.0% | -4.2% |
| 30D | -11.1% | +2.5% | -13.6% | -12.4% |
| 3M | -3.0% | +17.1% | -20.0% | -11.6% |
| 6M | -23.5% | +35.1% | -58.7% | -36.2% |
| YTD | -37.8% | +24.3% | -62.1% | -46.1% |
| 1Y | -54.3% | +48.7% | -103.0% | -64.5% |
| 3Y | -20.8% | +135.6% | -156.4% | -58.1% |
| 5Y | -51.1% | +60.3% | -111.4% | -68.7% |
| All | -51.1% | +57.9% | -109.0% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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