+144.0%
CNP vs IWD
+205.2%
-61.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -1.0% |
| 7D | -0.1% | -0.6% | +0.5% | +0.4% |
| 30D | +5.0% | +3.6% | +1.5% | +1.6% |
| 3M | +2.7% | +2.7% | 0.0% | 0.0% |
| 6M | -1.9% | +13.2% | -15.1% | -12.7% |
| YTD | +8.8% | +26.8% | -18.0% | -13.1% |
| 1Y | +5.6% | +29.3% | -23.6% | -17.2% |
| 3Y | +63.2% | +85.1% | -21.9% | -11.3% |
| 5Y | +73.8% | +74.2% | -0.4% | -0.8% |
| 10Y | +144.0% | +204.6% | -60.6% | -17.3% |
| All | +144.0% | +205.2% | -61.2% | -17.3% |
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