+5.4%
CNP vs IRE
-97.7%
+103.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -15.8% | +16.9% | +1.0% |
| 7D | -3.0% | -41.9% | +38.9% | -3.3% |
| 30D | +6.8% | -75.1% | +81.9% | +6.0% |
| 3M | +3.6% | -82.4% | +86.0% | +2.8% |
| 6M | 0.0% | -95.5% | +95.5% | -1.0% |
| YTD | +9.4% | -93.1% | +102.5% | +8.6% |
| 1Y | +6.8% | -97.8% | +104.6% | +6.0% |
| All | +5.4% | -97.7% | +103.1% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling