+5.8%
CNP vs IEF
-2.9%
+8.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +2.5% | -1.9% | +4.4% | +3.6% |
| 30D | +4.0% | +1.1% | +2.9% | +3.0% |
| 3M | +1.6% | -1.9% | +3.6% | +2.3% |
| 6M | -1.7% | -2.4% | +0.7% | -0.6% |
| YTD | +8.6% | -3.0% | +11.6% | +10.7% |
| All | +5.8% | -2.9% | +8.7% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling