+109.4%
IVV vs CPNG
-76.8%
+186.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -0.4% | -7.6% | +7.2% | +0.7% |
| 30D | -1.4% | -8.8% | +7.5% | -0.2% |
| 3M | +3.7% | -7.2% | +10.9% | +4.3% |
| 6M | +13.0% | -21.5% | +34.6% | +15.7% |
| YTD | +12.4% | -37.4% | +49.9% | +18.5% |
| 1Y | +18.6% | -54.3% | +73.0% | +30.4% |
| 3Y | +78.1% | -20.3% | +98.4% | +78.6% |
| 5Y | +82.3% | -51.2% | +133.5% | +78.7% |
| All | +109.4% | -76.8% | +186.2% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling