+5.9%
CNP vs IWF
+6.4%
-0.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.8% |
| 7D | -2.2% | -1.7% | -0.4% | -2.5% |
| 30D | -2.1% | -1.8% | -0.2% | -2.4% |
| 3M | -7.9% | +1.5% | -9.4% | -7.6% |
| 6M | -8.3% | +7.7% | -16.0% | -7.7% |
| YTD | +3.8% | +2.7% | +1.1% | +3.8% |
| 1Y | +5.9% | +6.8% | -0.9% | +6.3% |
| All | +5.9% | +6.4% | -0.5% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling