+74.4%
CNP vs IP
-17.2%
+91.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.1% |
| 7D | +1.1% | -5.3% | +6.4% | +1.8% |
| 30D | -1.8% | -10.9% | +9.0% | -0.5% |
| 3M | -4.6% | +11.2% | -15.8% | -6.3% |
| 6M | -8.8% | -10.2% | +1.4% | -7.8% |
| YTD | +5.2% | -2.0% | +7.2% | +4.6% |
| 1Y | +8.3% | -19.1% | +27.4% | +10.9% |
| 3Y | +54.9% | +20.9% | +34.0% | +38.9% |
| All | +74.4% | -17.2% | +91.6% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling