+895.1%
CNP vs IVZ
+1,117.8%
-222.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | -1.8% | +4.0% | -5.8% | -2.7% |
| 3M | -4.6% | +18.2% | -22.8% | -8.2% |
| 6M | -8.8% | +32.8% | -41.7% | -14.6% |
| YTD | +5.2% | +28.7% | -23.5% | -1.2% |
| 1Y | +8.3% | +55.4% | -47.1% | -2.4% |
| 3Y | +54.9% | +135.2% | -80.3% | +24.9% |
| 5Y | +73.5% | +64.2% | +9.3% | +47.1% |
| 10Y | +139.1% | +64.6% | +74.5% | +88.5% |
| All | +895.1% | +1,117.8% | -222.7% | +506.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling