+8.3%
CNP vs IRE
-97.6%
+105.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -23.2% | +19.7% | -3.7% |
| 7D | -1.3% | -46.8% | +45.5% | -1.7% |
| 30D | +8.7% | -75.5% | +84.2% | +7.9% |
| 3M | -0.7% | -79.4% | +78.7% | -1.5% |
| 6M | -4.2% | -91.3% | +87.1% | -5.0% |
| YTD | +8.9% | -90.8% | +99.7% | +8.2% |
| 1Y | +8.3% | -97.7% | +106.1% | +9.1% |
| All | +8.3% | -97.6% | +105.9% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling