+132.3%
CNP vs IWD
+198.0%
-65.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | +1.1% | -0.3% | +1.4% | +1.3% |
| 30D | -1.8% | +0.6% | -2.4% | -2.4% |
| 3M | -4.6% | +7.2% | -11.9% | -10.7% |
| 6M | -8.8% | +16.2% | -25.1% | -20.9% |
| YTD | +5.2% | +23.3% | -18.1% | -13.7% |
| 1Y | +8.3% | +29.6% | -21.3% | -15.3% |
| 3Y | +54.9% | +70.5% | -15.6% | -8.7% |
| 5Y | +73.5% | +73.5% | 0.0% | -0.9% |
| All | +132.3% | +198.0% | -65.7% | -23.9% |
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