+66.0%
IWM vs CPNG
-19.7%
+85.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.7% | +0.1% |
| 7D | +1.4% | -6.3% | +7.7% | +2.6% |
| 30D | -2.3% | -8.7% | +6.5% | -0.8% |
| 3M | +4.0% | -2.4% | +6.4% | +3.5% |
| 6M | +17.9% | -22.3% | +40.3% | +21.7% |
| YTD | +20.2% | -37.2% | +57.4% | +29.0% |
| 1Y | +25.0% | -53.0% | +77.9% | +42.5% |
| 3Y | +66.0% | -20.0% | +86.0% | +60.4% |
| All | +66.0% | -19.7% | +85.7% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling