+142.0%
CNP vs IWF
+383.8%
-241.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | +1.3% | +2.8% | -1.5% | 0.0% |
| 30D | +3.8% | -7.5% | +11.4% | +7.2% |
| 3M | +2.4% | -8.5% | +10.9% | +6.1% |
| 6M | -1.2% | -7.4% | +6.2% | +1.4% |
| YTD | +9.3% | -2.6% | +11.9% | +9.0% |
| 1Y | +6.4% | -1.8% | +8.3% | +5.6% |
| 3Y | +66.4% | +65.5% | +0.9% | +19.3% |
| 5Y | +75.7% | +55.8% | +19.8% | +28.5% |
| All | +142.0% | +383.8% | -241.8% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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