+1,324.4%
CNP vs IEF
+125.8%
+1,198.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.4% |
| 7D | +2.5% | -1.9% | +4.4% | +1.8% |
| 30D | +4.0% | +1.1% | +2.9% | +4.4% |
| 3M | +1.6% | -1.9% | +3.6% | +0.9% |
| 6M | -1.7% | -2.4% | +0.7% | -2.5% |
| YTD | +8.6% | -3.0% | +11.6% | +7.4% |
| 1Y | +5.8% | -3.1% | +9.0% | +4.6% |
| 3Y | +63.0% | +10.7% | +52.3% | +69.8% |
| 5Y | +74.7% | -8.0% | +82.6% | +62.6% |
| 10Y | +143.7% | +6.9% | +136.8% | +146.4% |
| All | +1,324.4% | +125.8% | +1,198.6% | +2,775.5% |
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