+763.7%
CNP vs IRM
+9,964.6%
-9,200.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.2% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | -1.8% | -8.1% | +6.3% | 0.0% |
| 3M | -4.6% | -9.7% | +5.0% | -2.7% |
| 6M | -8.8% | +10.0% | -18.8% | -11.5% |
| YTD | +5.2% | +43.0% | -37.8% | -4.3% |
| 1Y | +8.3% | +32.7% | -24.4% | -0.2% |
| 3Y | +54.9% | +102.7% | -47.8% | +26.5% |
| 5Y | +73.5% | +187.6% | -114.1% | +28.7% |
| 10Y | +139.1% | +420.1% | -281.0% | +51.7% |
| All | +763.7% | +9,964.6% | -9,200.9% | +295.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling