+1,279.9%
CNP vs IEF
+129.4%
+1,150.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +1.1% | -0.3% | +1.4% | +1.0% |
| 30D | -1.8% | -0.8% | -1.0% | -2.1% |
| 3M | -4.6% | -1.0% | -3.7% | -5.0% |
| 6M | -8.8% | -2.8% | -6.1% | -9.7% |
| YTD | +5.2% | -1.5% | +6.7% | +4.7% |
| 1Y | +8.3% | -0.4% | +8.7% | +8.2% |
| 3Y | +54.9% | +9.7% | +45.2% | +60.4% |
| 5Y | +73.5% | -8.3% | +81.8% | +60.4% |
| 10Y | +139.1% | +4.6% | +134.5% | +137.7% |
| All | +1,279.9% | +129.4% | +1,150.6% | +2,701.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling