+132.5%
CNP vs IQV
+236.7%
-104.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -2.2% | -5.3% | +3.1% | -0.6% |
| 30D | -2.1% | +5.5% | -7.6% | -3.7% |
| 3M | -7.9% | +41.2% | -49.2% | -17.5% |
| 6M | -8.3% | +50.5% | -58.8% | -20.3% |
| YTD | +3.8% | +14.1% | -10.4% | -2.4% |
| 1Y | +5.9% | +39.9% | -34.1% | -7.8% |
| 3Y | +49.3% | +20.5% | +28.8% | +31.2% |
| 5Y | +69.3% | -1.2% | +70.5% | +57.2% |
| All | +132.5% | +236.7% | -104.2% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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