+139.8%
CNP vs IP
+31.6%
+108.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.5% |
| 7D | -4.3% | -3.0% | -1.3% | -3.5% |
| 30D | +5.7% | +10.6% | -4.9% | +2.5% |
| 3M | +0.9% | -13.6% | +14.5% | +4.8% |
| 6M | -1.1% | +10.4% | -11.5% | -5.5% |
| YTD | +8.3% | -6.5% | +14.7% | +7.2% |
| 1Y | +5.9% | -2.1% | +8.0% | +3.0% |
| 3Y | +64.6% | +22.0% | +42.6% | +35.3% |
| 5Y | +74.6% | -9.7% | +84.3% | +60.1% |
| 10Y | +139.8% | +26.8% | +113.0% | +63.0% |
| All | +139.8% | +31.6% | +108.2% | +63.0% |
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