+32.3%
IWM vs CPNG
-76.9%
+109.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -2.5% | -5.4% | +2.9% | -1.6% |
| 30D | -4.4% | -11.1% | +6.7% | -2.5% |
| 3M | +2.2% | -3.0% | +5.2% | +2.1% |
| 6M | +14.0% | -23.5% | +37.5% | +18.1% |
| YTD | +17.4% | -37.8% | +55.2% | +25.7% |
| 1Y | +22.9% | -54.3% | +77.3% | +39.1% |
| 3Y | +62.1% | -20.8% | +82.8% | +62.4% |
| 5Y | +38.2% | -51.1% | +89.2% | +36.1% |
| All | +32.3% | -76.9% | +109.2% | +31.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling