-69.0%
CPNG vs IWD
+89.3%
-158.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.5% |
| 7D | -7.4% | -0.3% | -7.2% | -7.1% |
| 30D | -4.4% | +0.6% | -5.0% | -5.1% |
| 3M | -7.5% | +7.2% | -14.7% | -15.6% |
| 6M | -19.9% | +16.2% | -36.2% | -34.5% |
| YTD | -35.2% | +23.3% | -58.5% | -51.0% |
| 1Y | -46.8% | +29.6% | -76.3% | -62.4% |
| 3Y | -20.2% | +70.5% | -90.6% | -62.8% |
| 5Y | -48.4% | +73.5% | -121.9% | -76.5% |
| All | -69.0% | +89.3% | -158.2% | -85.0% |
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