+460.6%
CNP vs IWD
+726.5%
-265.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | -4.6% | +7.2% | -11.9% | -10.0% |
| 6M | -8.8% | +16.2% | -25.1% | -19.4% |
| YTD | +5.2% | +23.3% | -18.1% | -11.4% |
| 1Y | +8.3% | +29.6% | -21.3% | -12.5% |
| 3Y | +54.9% | +70.5% | -15.6% | -0.8% |
| 5Y | +73.5% | +73.5% | 0.0% | +8.7% |
| 10Y | +139.1% | +198.3% | -59.2% | -0.2% |
| All | +460.6% | +726.5% | -265.9% | +4.7% |
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