+132.5%
CNP vs IFF
-20.3%
+152.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.4% | -3.2% | +1.8% | -0.5% |
| 30D | -2.9% | -0.3% | -2.6% | -2.9% |
| 3M | -7.5% | +8.4% | -16.0% | -10.2% |
| 6M | -7.9% | +23.0% | -30.9% | -14.9% |
| YTD | +3.7% | +25.5% | -21.7% | -5.1% |
| 1Y | +4.6% | +29.1% | -24.5% | -5.5% |
| 3Y | +49.1% | +31.7% | +17.5% | +30.1% |
| 5Y | +69.2% | -35.2% | +104.4% | +85.0% |
| All | +132.5% | -20.3% | +152.7% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling