-69.9%
CPNG vs IYR
+32.2%
-102.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.1% | -3.1% |
| 7D | -6.3% | -0.4% | -5.9% | -6.0% |
| 30D | -8.7% | -2.5% | -6.2% | -6.7% |
| 3M | -2.4% | +1.5% | -3.9% | -4.4% |
| 6M | -22.3% | +3.9% | -26.2% | -25.8% |
| YTD | -37.2% | +9.5% | -46.8% | -42.9% |
| 1Y | -53.0% | +7.5% | -60.4% | -56.6% |
| 3Y | -20.0% | +30.8% | -50.8% | -40.1% |
| 5Y | -52.8% | +4.8% | -57.6% | -57.2% |
| All | -69.9% | +32.2% | -102.1% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling