+1,834.4%
CNP vs IFF
+848.0%
+986.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.4% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | -0.8% | -0.3% | -0.5% | -0.8% |
| 3M | -3.6% | +18.6% | -22.1% | -8.9% |
| 6M | -6.9% | +17.4% | -24.3% | -12.9% |
| YTD | +6.4% | +28.5% | -22.0% | -3.3% |
| 1Y | +9.9% | +32.5% | -22.6% | -1.4% |
| 3Y | +53.1% | +34.1% | +19.0% | +33.8% |
| 5Y | +72.0% | -35.2% | +107.1% | +82.8% |
| 10Y | +131.5% | -21.1% | +152.6% | +122.9% |
| All | +1,834.4% | +848.0% | +986.4% | +821.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling