+73.9%
CNP vs IP
-12.0%
+85.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -4.2% | -5.1% | +0.9% | -3.6% |
| 30D | +5.5% | +8.5% | -3.0% | +4.4% |
| 3M | +0.6% | -13.8% | +14.4% | +2.3% |
| 6M | -2.8% | +5.7% | -8.6% | -4.1% |
| YTD | +7.9% | -9.1% | +17.0% | +8.2% |
| 1Y | +6.7% | -0.8% | +7.5% | +5.3% |
| 3Y | +61.1% | +14.8% | +46.3% | +44.5% |
| All | +73.9% | -12.0% | +85.9% | +71.1% |
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