+72.0%
CNP vs IVZ
+63.4%
+8.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.4% |
| 7D | +1.6% | +1.1% | +0.6% | +1.5% |
| 30D | -0.8% | +3.1% | -3.9% | -1.2% |
| 3M | -3.6% | +18.2% | -21.7% | -5.9% |
| 6M | -6.9% | +38.6% | -45.6% | -11.5% |
| YTD | +6.4% | +25.9% | -19.5% | +2.4% |
| 1Y | +9.9% | +51.7% | -41.7% | +2.4% |
| 3Y | +53.1% | +138.7% | -85.6% | +28.0% |
| 5Y | +72.0% | +62.8% | +9.2% | +46.8% |
| All | +72.0% | +63.4% | +8.6% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling