+140.6%
CNP vs IP
+19.1%
+121.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | +2.5% | -0.9% | +3.3% | +2.7% |
| 30D | +4.0% | +6.7% | -2.7% | +1.9% |
| 3M | +1.6% | -16.6% | +18.2% | +6.6% |
| 6M | -1.7% | +6.0% | -7.7% | -5.0% |
| YTD | +8.6% | -10.7% | +19.3% | +9.0% |
| 1Y | +5.8% | -6.7% | +12.5% | +4.4% |
| 3Y | +63.0% | +17.1% | +45.9% | +35.4% |
| 5Y | +74.7% | -14.6% | +89.2% | +63.0% |
| All | +140.6% | +19.1% | +121.4% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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