+65.4%
CNP vs IEF
+11.1%
+54.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | +2.5% | -1.9% | +4.4% | +3.7% |
| 30D | +4.0% | +1.1% | +2.9% | +3.2% |
| 3M | +1.6% | -1.9% | +3.6% | +2.8% |
| 6M | -1.7% | -2.4% | +0.7% | -0.2% |
| YTD | +8.6% | -3.0% | +11.6% | +10.7% |
| 1Y | +5.8% | -3.1% | +9.0% | +8.0% |
| All | +65.4% | +11.1% | +54.3% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling