+478.7%
CNP vs IWF
+679.4%
-200.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +2.5% | +5.3% | -2.8% | -0.2% |
| 30D | +4.0% | -8.6% | +12.6% | +8.4% |
| 3M | +1.6% | -6.5% | +8.2% | +4.6% |
| 6M | -1.7% | -5.6% | +4.0% | +0.2% |
| YTD | +8.6% | -1.5% | +10.2% | +7.8% |
| 1Y | +5.8% | -2.8% | +8.6% | +5.5% |
| 3Y | +63.0% | +67.1% | -4.1% | +17.9% |
| 5Y | +74.7% | +57.6% | +17.0% | +27.1% |
| 10Y | +143.7% | +390.4% | -246.6% | -6.3% |
| All | +478.7% | +679.4% | -200.7% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling