+43.5%
IEMG vs CPNG
-76.9%
+120.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -0.9% | -5.4% | +4.6% | 0.0% |
| 30D | +2.1% | -11.1% | +13.2% | +3.9% |
| 3M | +4.6% | -3.0% | +7.6% | +4.6% |
| 6M | +14.0% | -23.5% | +37.6% | +17.7% |
| YTD | +22.3% | -37.8% | +60.2% | +29.8% |
| 1Y | +30.7% | -54.3% | +85.0% | +45.1% |
| 3Y | +83.2% | -20.8% | +104.0% | +84.2% |
| 5Y | +47.0% | -51.1% | +98.0% | +47.8% |
| All | +43.5% | -76.9% | +120.4% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling