+1,827.1%
CNP vs IP
+327.4%
+1,499.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.3% | -1.7% |
| 7D | -5.3% | -5.0% | -0.3% | -4.2% |
| 30D | +3.7% | +6.5% | -2.9% | +2.0% |
| 3M | -1.1% | -18.0% | +17.0% | +3.2% |
| 6M | -7.1% | +10.3% | -17.4% | -10.3% |
| YTD | +6.0% | -9.9% | +15.9% | +6.2% |
| 1Y | +5.2% | -1.1% | +6.3% | +2.9% |
| 3Y | +57.5% | +13.0% | +44.5% | +43.9% |
| 5Y | +70.0% | -12.3% | +82.3% | +63.3% |
| 10Y | +137.8% | +26.8% | +110.9% | +104.2% |
| All | +1,827.1% | +327.4% | +1,499.8% | +1,001.6% |
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