+139.9%
CNP vs IRM
+418.7%
-278.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | +0.7% | +3.0% | -2.4% | -0.5% |
| 30D | -0.1% | -5.2% | +5.2% | +1.8% |
| 3M | -5.6% | -8.0% | +2.4% | -3.2% |
| 6M | -7.5% | +9.2% | -16.6% | -11.7% |
| YTD | +5.5% | +41.0% | -35.5% | -9.4% |
| 1Y | +8.3% | +23.3% | -14.9% | -2.6% |
| 3Y | +51.8% | +102.8% | -51.1% | +4.4% |
| 5Y | +69.9% | +192.8% | -122.9% | -5.1% |
| 10Y | +139.9% | +439.6% | -299.7% | -8.6% |
| All | +139.9% | +418.7% | -278.8% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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