+64.6%
CNP vs IVZ
+145.9%
-81.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.8% | -6.4% | 0.0% |
| 7D | -4.3% | +4.1% | -8.4% | -4.5% |
| 30D | +5.7% | -2.0% | +7.8% | +5.8% |
| 3M | +0.9% | -7.8% | +8.8% | +1.3% |
| 6M | -1.1% | +6.3% | -7.4% | -1.6% |
| YTD | +8.3% | +12.6% | -4.3% | +6.9% |
| 1Y | +5.9% | +27.6% | -21.7% | +3.1% |
| 3Y | +64.6% | +154.0% | -89.4% | +34.0% |
| All | +64.6% | +145.9% | -81.3% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling