+57.0%
CNP vs IOT
+54.1%
+2.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.4% | -4.5% | +3.1% | -1.3% |
| 30D | -2.9% | -2.4% | -0.5% | -2.9% |
| 3M | -7.5% | +19.0% | -26.5% | -7.9% |
| 6M | -7.9% | +19.6% | -27.5% | -8.4% |
| YTD | +3.7% | +8.3% | -4.5% | +3.3% |
| 1Y | +4.6% | -0.8% | +5.4% | +4.3% |
| 3Y | +49.1% | +24.4% | +24.7% | +45.7% |
| All | +57.0% | +54.1% | +2.8% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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