+3.9%
CNP vs IRE
-97.2%
+101.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +39.6% | -37.9% | +1.9% |
| 7D | -4.2% | -27.2% | +23.0% | -4.3% |
| 30D | +5.5% | -75.1% | +80.7% | +4.7% |
| 3M | +0.6% | -77.9% | +78.4% | -0.1% |
| 6M | -2.8% | -94.6% | +91.7% | -3.7% |
| YTD | +7.9% | -91.5% | +99.4% | +7.2% |
| 1Y | +6.7% | -97.8% | +104.5% | +5.8% |
| All | +3.9% | -97.2% | +101.1% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling