+649.7%
CNP vs IBN
+1,532.9%
-883.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +1.1% | +1.4% | -0.3% | +0.9% |
| 30D | -1.8% | -0.3% | -1.5% | -1.8% |
| 3M | -4.6% | +17.1% | -21.8% | -6.7% |
| 6M | -8.8% | +3.4% | -12.2% | -9.4% |
| YTD | +5.2% | +2.5% | +2.7% | +4.6% |
| 1Y | +8.3% | -4.2% | +12.5% | +8.6% |
| 3Y | +54.9% | +32.4% | +22.5% | +47.7% |
| 5Y | +73.5% | +59.2% | +14.3% | +60.2% |
| 10Y | +139.1% | +345.7% | -206.6% | +89.2% |
| All | +649.7% | +1,532.9% | -883.2% | +410.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling