+36.1%
IWM vs CPNG
-75.9%
+112.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +0.1% | -7.4% | +7.5% | +1.4% |
| 30D | -1.3% | -4.4% | +3.2% | -0.6% |
| 3M | +1.6% | -7.5% | +9.1% | +2.3% |
| 6M | +13.6% | -19.9% | +33.5% | +16.7% |
| YTD | +20.8% | -35.2% | +55.9% | +28.4% |
| 1Y | +26.4% | -46.8% | +73.2% | +39.0% |
| 3Y | +60.7% | -20.2% | +80.8% | +60.8% |
| 5Y | +38.2% | -48.4% | +86.6% | +35.1% |
| All | +36.1% | -75.9% | +112.0% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling