+474.6%
CNP vs IWD
+728.9%
-254.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | +5.5% | +2.7% | +2.9% | +3.2% |
| 3M | +0.6% | +0.9% | -0.3% | -0.3% |
| 6M | -2.8% | +10.5% | -13.4% | -10.6% |
| YTD | +7.9% | +23.7% | -15.8% | -9.5% |
| 1Y | +6.7% | +28.7% | -22.1% | -13.4% |
| 3Y | +61.1% | +79.7% | -18.6% | -1.2% |
| 5Y | +73.0% | +69.7% | +3.3% | +10.3% |
| 10Y | +141.9% | +211.4% | -69.5% | -2.4% |
| All | +474.6% | +728.9% | -254.4% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling