+69.9%
CNP vs IEF
-8.6%
+78.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | -0.1% | -0.6% | +0.5% | +0.2% |
| 3M | -5.6% | -1.0% | -4.6% | -5.2% |
| 6M | -7.5% | -3.1% | -4.4% | -6.1% |
| YTD | +5.5% | -1.9% | +7.4% | +6.5% |
| 1Y | +8.3% | -1.4% | +9.7% | +9.1% |
| 3Y | +51.8% | +9.8% | +42.0% | +45.0% |
| 5Y | +69.9% | -8.8% | +78.7% | +61.0% |
| All | +69.9% | -8.6% | +78.5% | +61.0% |
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