+72.4%
CNP vs IEF
-7.9%
+80.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +2.5% | -1.9% | +4.4% | +3.4% |
| 30D | +4.0% | +1.1% | +2.9% | +3.4% |
| 3M | +1.6% | -1.9% | +3.6% | +2.6% |
| 6M | -1.7% | -2.4% | +0.7% | -0.5% |
| YTD | +8.6% | -3.0% | +11.6% | +10.3% |
| 1Y | +5.8% | -3.1% | +9.0% | +7.5% |
| 3Y | +63.0% | +10.7% | +52.3% | +55.2% |
| All | +72.4% | -7.9% | +80.3% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling