+49.2%
CNP vs IFF
+29.7%
+19.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.2% | -2.8% | +0.6% | -1.9% |
| 30D | -2.1% | -1.1% | -0.9% | -2.0% |
| 3M | -7.9% | +13.8% | -21.8% | -9.5% |
| 6M | -8.3% | +16.7% | -25.0% | -10.6% |
| YTD | +3.8% | +26.1% | -22.3% | -0.4% |
| 1Y | +5.9% | +33.5% | -27.6% | +0.3% |
| All | +49.2% | +29.7% | +19.5% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling