+111.6%
IVV vs CPNG
-75.9%
+187.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +0.1% | -7.4% | +7.6% | +1.1% |
| 30D | +0.1% | -4.4% | +4.5% | +0.6% |
| 3M | +2.0% | -7.5% | +9.5% | +2.6% |
| 6M | +13.0% | -19.9% | +33.0% | +15.4% |
| YTD | +13.6% | -35.2% | +48.8% | +19.1% |
| 1Y | +20.1% | -46.8% | +66.9% | +29.1% |
| 3Y | +77.6% | -20.2% | +97.8% | +78.0% |
| 5Y | +82.5% | -48.4% | +130.9% | +78.0% |
| All | +111.6% | -75.9% | +187.5% | +106.4% |
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