-69.0%
CPNG vs IWD
+93.7%
-162.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -3.8% |
| 7D | -6.9% | +1.7% | -8.6% | -9.0% |
| 30D | +1.1% | +3.2% | -2.1% | -2.8% |
| 3M | -6.3% | +2.3% | -8.6% | -8.7% |
| 6M | -3.8% | +12.9% | -16.8% | -17.8% |
| YTD | -35.2% | +26.2% | -61.4% | -52.3% |
| 1Y | -47.0% | +28.3% | -75.2% | -61.8% |
| 3Y | -0.2% | +84.4% | -84.6% | -58.5% |
| 5Y | -42.5% | +73.0% | -115.4% | -74.2% |
| All | -69.0% | +93.7% | -162.7% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling