+38.3%
IEMG vs CPNG
-45.9%
+84.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.9% |
| 7D | +2.2% | -7.4% | +9.7% | +3.4% |
| 30D | +4.6% | -4.4% | +9.1% | +5.2% |
| 3M | +0.4% | -7.5% | +7.9% | +0.8% |
| 6M | +16.4% | -19.9% | +36.3% | +18.1% |
| YTD | +25.4% | -35.2% | +60.6% | +30.3% |
| 1Y | +38.3% | -46.8% | +85.1% | +49.3% |
| All | +38.3% | -45.9% | +84.2% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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