+33.6%
IWM vs CPNG
-76.8%
+110.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -1.1% | -7.6% | +6.4% | +0.2% |
| 30D | -3.1% | -8.8% | +5.7% | -1.6% |
| 3M | +2.2% | -7.2% | +9.4% | +2.9% |
| 6M | +15.1% | -21.5% | +36.6% | +18.6% |
| YTD | +18.6% | -37.4% | +56.0% | +26.9% |
| 1Y | +24.0% | -54.3% | +78.3% | +40.3% |
| 3Y | +63.7% | -20.3% | +84.0% | +63.9% |
| 5Y | +38.2% | -51.2% | +89.4% | +36.0% |
| All | +33.6% | -76.8% | +110.4% | +32.9% |
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