+28.4%
IWM vs CPNG
-75.9%
+104.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.7% | -0.9% |
| 7D | +2.8% | -6.9% | +9.6% | +4.0% |
| 30D | +0.6% | +1.1% | -0.5% | +0.3% |
| 3M | -7.8% | -6.3% | -1.5% | -7.0% |
| 6M | -1.0% | -3.8% | +2.9% | -1.3% |
| YTD | +13.9% | -35.2% | +49.1% | +20.9% |
| 1Y | +15.4% | -47.0% | +62.4% | +27.0% |
| 3Y | +70.2% | -0.2% | +70.4% | +63.8% |
| 5Y | +23.7% | -42.5% | +66.1% | +20.1% |
| All | +28.4% | -75.9% | +104.3% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling