+69.3%
CNP vs IFF
-36.2%
+105.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.2% | -2.8% | +0.6% | -1.7% |
| 30D | -2.1% | -1.1% | -0.9% | -1.9% |
| 3M | -7.9% | +13.8% | -21.8% | -10.1% |
| 6M | -8.3% | +16.7% | -25.0% | -11.4% |
| YTD | +3.8% | +26.1% | -22.3% | -1.4% |
| 1Y | +5.9% | +33.5% | -27.6% | -0.7% |
| 3Y | +49.3% | +31.6% | +17.7% | +38.9% |
| 5Y | +69.3% | -34.9% | +104.1% | +77.2% |
| All | +69.3% | -36.2% | +105.5% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling