-22.4%
CPNG vs IWF
+75.5%
-97.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.1% |
| 7D | -5.4% | -1.7% | -3.7% | -4.2% |
| 30D | -11.1% | -1.8% | -9.2% | -9.9% |
| 3M | -3.0% | +1.5% | -4.4% | -4.4% |
| 6M | -23.5% | +7.7% | -31.2% | -27.9% |
| YTD | -37.8% | +2.7% | -40.5% | -39.2% |
| 1Y | -54.3% | +6.8% | -61.1% | -56.5% |
| All | -22.4% | +75.5% | -97.9% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling