+671.2%
CNP vs IBN
+1,756.6%
-1,085.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | -4.3% | +14.6% | -18.9% | -6.1% |
| 30D | +5.7% | +23.5% | -17.8% | +2.6% |
| 3M | +0.9% | +14.0% | -13.1% | -1.0% |
| 6M | -1.1% | +31.1% | -32.2% | -4.8% |
| YTD | +8.3% | +16.6% | -8.3% | +5.6% |
| 1Y | +5.9% | +14.9% | -9.0% | +3.5% |
| 3Y | +64.6% | +56.9% | +7.8% | +53.3% |
| 5Y | +74.6% | +69.7% | +4.9% | +59.9% |
| 10Y | +139.8% | +365.4% | -225.5% | +88.4% |
| All | +671.2% | +1,756.6% | -1,085.3% | +415.2% |
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