+139.9%
CNP vs IVZ
+60.3%
+79.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +0.7% | +1.2% | -0.5% | +0.3% |
| 30D | -0.1% | +1.8% | -1.8% | -0.6% |
| 3M | -5.6% | +15.7% | -21.4% | -9.8% |
| 6M | -7.5% | +36.3% | -43.8% | -15.9% |
| YTD | +5.5% | +24.9% | -19.4% | -2.3% |
| 1Y | +8.3% | +48.9% | -40.6% | -5.1% |
| 3Y | +51.8% | +136.8% | -85.0% | +10.9% |
| 5Y | +69.9% | +60.0% | +9.9% | +35.4% |
| 10Y | +139.9% | +63.4% | +76.6% | +40.4% |
| All | +139.9% | +60.3% | +79.6% | +40.4% |
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