-69.9%
CPNG vs IVZ
+60.8%
-130.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.1% |
| 7D | -6.3% | +1.1% | -7.4% | -6.8% |
| 30D | -8.7% | +3.1% | -11.8% | -10.3% |
| 3M | -2.4% | +18.2% | -20.6% | -10.8% |
| 6M | -22.3% | +38.6% | -61.0% | -35.0% |
| YTD | -37.2% | +25.9% | -63.1% | -45.2% |
| 1Y | -53.0% | +51.7% | -104.7% | -63.0% |
| 3Y | -20.0% | +138.7% | -158.7% | -54.8% |
| 5Y | -52.8% | +62.8% | -115.5% | -69.6% |
| All | -69.9% | +60.8% | -130.7% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling