-52.8%
CPNG vs IWD
+73.8%
-126.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.0% |
| 7D | -6.3% | -0.2% | -6.1% | -6.1% |
| 30D | -8.7% | -0.8% | -8.0% | -7.6% |
| 3M | -2.4% | +8.0% | -10.5% | -12.7% |
| 6M | -22.3% | +18.2% | -40.5% | -38.8% |
| YTD | -37.2% | +22.3% | -59.6% | -52.9% |
| 1Y | -53.0% | +28.9% | -81.9% | -67.3% |
| 3Y | -20.0% | +71.5% | -91.6% | -65.7% |
| 5Y | -52.8% | +73.6% | -126.4% | -79.8% |
| All | -52.8% | +73.8% | -126.6% | -79.8% |
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