+69.9%
CNP vs IWF
+72.9%
-3.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +0.7% | +0.5% | +0.1% | +0.6% |
| 30D | -0.1% | -1.4% | +1.3% | +0.2% |
| 3M | -5.6% | +0.4% | -6.1% | -5.8% |
| 6M | -7.5% | +8.5% | -15.9% | -9.3% |
| YTD | +5.5% | +3.7% | +1.8% | +4.4% |
| 1Y | +8.3% | +8.5% | -0.1% | +5.9% |
| 3Y | +51.8% | +78.5% | -26.8% | +26.0% |
| 5Y | +69.9% | +73.6% | -3.8% | +35.1% |
| All | +69.9% | +72.9% | -3.0% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling