+69.3%
CNP vs ITOT
+71.8%
-2.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -2.2% | -2.0% | -0.1% | -1.4% |
| 30D | -2.1% | -2.0% | -0.1% | -1.4% |
| 3M | -7.9% | +4.5% | -12.5% | -9.5% |
| 6M | -8.3% | +12.6% | -21.0% | -12.6% |
| YTD | +3.8% | +12.0% | -8.2% | -0.9% |
| 1Y | +5.9% | +17.3% | -11.4% | -1.0% |
| 3Y | +49.3% | +75.2% | -26.0% | +13.7% |
| 5Y | +69.3% | +74.0% | -4.8% | +25.3% |
| All | +69.3% | +71.8% | -2.6% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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