+64.6%
CNP vs IBN
+56.2%
+8.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -4.3% | +14.6% | -18.9% | -5.5% |
| 30D | +5.7% | +23.5% | -17.8% | +3.6% |
| 3M | +0.9% | +14.0% | -13.1% | -0.4% |
| 6M | -1.1% | +31.1% | -32.2% | -3.7% |
| YTD | +8.3% | +16.6% | -8.3% | +6.5% |
| 1Y | +5.9% | +14.9% | -9.0% | +4.4% |
| 3Y | +64.6% | +56.9% | +7.8% | +53.6% |
| All | +64.6% | +56.2% | +8.4% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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