+15.4%
IWM vs CPNG
-47.0%
+62.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.7% | -1.1% |
| 7D | +2.8% | -6.9% | +9.6% | +3.7% |
| 30D | +0.6% | +1.1% | -0.5% | +0.4% |
| 3M | -7.8% | -6.3% | -1.5% | -7.2% |
| 6M | -1.0% | -3.8% | +2.9% | -1.4% |
| YTD | +13.9% | -35.2% | +49.1% | +17.7% |
| 1Y | +15.4% | -47.0% | +62.4% | +28.5% |
| All | +15.4% | -47.0% | +62.5% | +28.5% |
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