+68.2%
IVV vs CPNG
-44.9%
+113.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -2.7% | +13.4% | -16.1% | -4.6% |
| 30D | -5.4% | +10.0% | -15.4% | -6.8% |
| 3M | -4.1% | -0.4% | -3.7% | -4.3% |
| 6M | +0.7% | -8.9% | +9.7% | +1.3% |
| YTD | +8.7% | -30.9% | +39.7% | +13.3% |
| 1Y | +11.0% | -43.8% | +54.8% | +19.3% |
| 3Y | +75.4% | -2.5% | +77.9% | +70.3% |
| All | +68.2% | -44.9% | +113.1% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling