+143.3%
CNP vs IWD
+203.8%
-60.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -3.0% | +1.6% | -4.6% | -4.5% |
| 30D | +6.8% | +3.6% | +3.3% | +3.3% |
| 3M | +3.6% | +2.0% | +1.6% | +1.5% |
| 6M | 0.0% | +13.1% | -13.1% | -10.9% |
| YTD | +9.4% | +26.2% | -16.8% | -12.2% |
| 1Y | +6.8% | +29.6% | -22.7% | -16.5% |
| 3Y | +64.2% | +84.3% | -20.2% | -10.4% |
| 5Y | +76.0% | +73.4% | +2.6% | +0.9% |
| 10Y | +143.3% | +202.4% | -59.1% | -18.0% |
| All | +143.3% | +203.8% | -60.5% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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