-69.3%
CPNG vs IYR
+30.5%
-99.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.4% |
| 7D | -1.1% | -1.4% | +0.2% | +0.1% |
| 30D | -7.4% | -2.7% | -4.7% | -5.1% |
| 3M | -12.3% | -2.1% | -10.2% | -11.4% |
| 6M | -19.4% | +3.6% | -23.0% | -22.9% |
| YTD | -35.9% | +8.1% | -44.0% | -41.0% |
| 1Y | -53.4% | +4.7% | -58.1% | -55.9% |
| 3Y | -20.0% | +29.1% | -49.1% | -39.4% |
| 5Y | -49.6% | +6.9% | -56.5% | -54.0% |
| All | -69.3% | +30.5% | -99.8% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling