+923.7%
CNP vs IVZ
+964.6%
-41.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.8% | -6.4% | -1.0% |
| 7D | -4.3% | +4.1% | -8.4% | -5.2% |
| 30D | +5.7% | -2.0% | +7.8% | +5.9% |
| 3M | +0.9% | -7.8% | +8.8% | +2.2% |
| 6M | -1.1% | +6.3% | -7.4% | -3.1% |
| YTD | +8.3% | +12.6% | -4.3% | +4.1% |
| 1Y | +5.9% | +27.6% | -21.7% | -0.9% |
| 3Y | +64.6% | +154.0% | -89.4% | +30.3% |
| 5Y | +74.6% | +37.3% | +37.3% | +53.5% |
| 10Y | +139.8% | +50.5% | +89.3% | +92.3% |
| All | +923.7% | +964.6% | -41.0% | +538.6% |
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