+18.9%
IWM vs CPNG
-45.7%
+64.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.0% | -10.4% | 0.0% |
| 7D | +1.0% | +20.8% | -19.9% | -1.4% |
| 30D | +0.2% | +20.1% | -19.8% | -2.1% |
| 3M | -5.6% | +1.6% | -7.2% | -6.1% |
| 6M | +2.7% | -15.8% | +18.6% | +3.6% |
| YTD | +16.2% | -27.7% | +43.9% | +17.9% |
| 1Y | +18.9% | -46.9% | +65.9% | +31.5% |
| All | +18.9% | -45.7% | +64.7% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling