-46.9%
CPNG vs IWF
-1.6%
-45.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.4% | +11.6% | +11.6% |
| 7D | +20.8% | -4.2% | +25.0% | +25.6% |
| 30D | +20.1% | -8.1% | +28.2% | +30.2% |
| 3M | +1.6% | -5.1% | +6.7% | +6.4% |
| 6M | -15.8% | -1.4% | -14.4% | -16.0% |
| YTD | -27.7% | -0.1% | -27.6% | -29.6% |
| 1Y | -46.9% | -1.3% | -45.7% | -47.7% |
| All | -46.9% | -1.6% | -45.3% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling