-69.9%
CPNG vs IWF
+111.1%
-181.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.8% |
| 7D | -6.3% | +1.5% | -7.8% | -7.8% |
| 30D | -8.7% | -1.3% | -7.5% | -7.6% |
| 3M | -2.4% | +0.1% | -2.6% | -3.1% |
| 6M | -22.3% | +10.3% | -32.6% | -30.8% |
| YTD | -37.2% | +4.2% | -41.4% | -40.1% |
| 1Y | -53.0% | +9.3% | -62.3% | -57.6% |
| 3Y | -20.0% | +79.3% | -99.4% | -63.2% |
| 5Y | -52.8% | +73.8% | -126.5% | -78.6% |
| All | -69.9% | +111.1% | -181.0% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling