-42.5%
CPNG vs IWD
+73.1%
-115.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -3.8% |
| 7D | -6.9% | +1.7% | -8.6% | -9.1% |
| 30D | +1.1% | +3.2% | -2.1% | -3.1% |
| 3M | -6.3% | +2.3% | -8.6% | -8.9% |
| 6M | -3.8% | +12.9% | -16.8% | -18.8% |
| YTD | -35.2% | +26.2% | -61.4% | -53.4% |
| 1Y | -47.0% | +28.3% | -75.2% | -62.7% |
| 3Y | -0.2% | +84.4% | -84.6% | -62.0% |
| 5Y | -42.5% | +73.0% | -115.4% | -75.7% |
| All | -42.5% | +73.1% | -115.6% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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