+785.2%
CNP vs IRM
+9,145.3%
-8,360.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.5% |
| 7D | -4.2% | -8.6% | +4.4% | -2.3% |
| 30D | +5.5% | -8.0% | +13.5% | +7.4% |
| 3M | +0.6% | -12.0% | +12.6% | +3.3% |
| 6M | -2.8% | -18.2% | +15.3% | +1.2% |
| YTD | +7.9% | +31.4% | -23.5% | -0.2% |
| 1Y | +6.7% | +9.2% | -2.5% | +2.9% |
| 3Y | +61.1% | +94.6% | -33.4% | +32.6% |
| 5Y | +73.0% | +170.2% | -97.2% | +30.0% |
| 10Y | +141.9% | +464.3% | -322.4% | +51.5% |
| All | +785.2% | +9,145.3% | -8,360.1% | +312.9% |
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