+836.6%
CNP vs ITOT
+891.2%
-54.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | +1.6% | +0.7% | +1.0% | +1.2% |
| 30D | -0.8% | -1.1% | +0.3% | 0.0% |
| 3M | -3.6% | +3.9% | -7.4% | -6.6% |
| 6M | -6.9% | +14.7% | -21.7% | -16.7% |
| YTD | +6.4% | +13.3% | -6.9% | -4.0% |
| 1Y | +9.9% | +19.1% | -9.2% | -4.9% |
| 3Y | +53.1% | +77.3% | -24.2% | -5.5% |
| 5Y | +72.0% | +74.1% | -2.1% | +5.3% |
| 10Y | +131.5% | +293.1% | -161.6% | -26.0% |
| All | +836.6% | +891.2% | -54.6% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling