+1,878.7%
CNP vs IP
+345.0%
+1,533.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.9% |
| 7D | -1.3% | +3.4% | -4.7% | -2.1% |
| 30D | +8.7% | +11.2% | -2.5% | +5.9% |
| 3M | -0.7% | -14.8% | +14.1% | +2.6% |
| 6M | -4.2% | +17.3% | -21.5% | -8.8% |
| YTD | +8.9% | -6.2% | +15.0% | +8.1% |
| 1Y | +8.3% | +2.3% | +6.0% | +5.1% |
| 3Y | +61.8% | +17.7% | +44.1% | +46.4% |
| 5Y | +75.7% | -8.4% | +84.1% | +67.1% |
| 10Y | +144.1% | +32.1% | +112.1% | +107.7% |
| All | +1,878.7% | +345.0% | +1,533.8% | +1,020.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling