+82.2%
IVV vs CPNG
-53.2%
+135.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.1% |
| 7D | +0.5% | -6.3% | +6.8% | +1.5% |
| 30D | -1.0% | -8.7% | +7.8% | +0.3% |
| 3M | +3.9% | -2.4% | +6.3% | +3.6% |
| 6M | +14.5% | -22.3% | +36.8% | +17.7% |
| YTD | +12.9% | -37.2% | +50.1% | +19.5% |
| 1Y | +19.4% | -53.0% | +72.3% | +32.0% |
| 3Y | +78.8% | -20.0% | +98.8% | +78.9% |
| 5Y | +82.2% | -52.8% | +134.9% | +81.3% |
| All | +82.2% | -53.2% | +135.4% | +81.3% |
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 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