+143.3%
CNP vs IRM
+481.3%
-338.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -3.0% | -5.1% | +2.0% | -1.4% |
| 30D | +6.8% | -3.3% | +10.1% | +7.7% |
| 3M | +3.6% | -8.2% | +11.8% | +6.2% |
| 6M | 0.0% | -12.8% | +12.7% | +4.0% |
| YTD | +9.4% | +36.6% | -27.2% | -5.4% |
| 1Y | +6.8% | +11.9% | -5.1% | -0.4% |
| 3Y | +64.2% | +105.1% | -41.0% | +11.8% |
| 5Y | +76.0% | +182.4% | -106.4% | -0.5% |
| 10Y | +143.3% | +505.1% | -361.8% | -9.9% |
| All | +143.3% | +481.3% | -338.0% | -9.9% |
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