+144.0%
CNP vs IVZ
+44.4%
+99.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -0.1% | -2.8% | +2.7% | +0.5% |
| 30D | +5.0% | -2.2% | +7.2% | +5.3% |
| 3M | +2.7% | -8.1% | +10.7% | +4.5% |
| 6M | -1.9% | +3.8% | -5.7% | -4.0% |
| YTD | +8.8% | +11.5% | -2.7% | +3.3% |
| 1Y | +5.6% | +23.7% | -18.1% | -2.8% |
| 3Y | +63.2% | +145.8% | -82.6% | +16.6% |
| 5Y | +73.8% | +36.1% | +37.6% | +45.5% |
| 10Y | +144.0% | +42.4% | +101.6% | +46.2% |
| All | +144.0% | +44.4% | +99.6% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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