+53.1%
CNP vs IBN
+29.3%
+23.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +1.4% |
| 7D | +1.6% | -2.2% | +3.8% | +1.9% |
| 30D | -0.8% | -2.3% | +1.5% | -0.6% |
| 3M | -3.6% | +15.9% | -19.4% | -5.1% |
| 6M | -6.9% | +5.6% | -12.5% | -7.5% |
| YTD | +6.4% | -0.1% | +6.5% | +6.3% |
| 1Y | +9.9% | -6.5% | +16.5% | +10.7% |
| 3Y | +53.1% | +29.3% | +23.8% | +44.6% |
| All | +53.1% | +29.3% | +23.8% | +44.6% |
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