+217.5%
IEFA vs CNP
+205.1%
+12.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | +1.0% | -1.8% | +2.9% | +1.6% |
| 3M | +4.7% | -4.6% | +9.4% | +6.0% |
| 6M | +8.6% | -8.8% | +17.4% | +11.4% |
| YTD | +14.8% | +5.2% | +9.6% | +12.2% |
| 1Y | +22.6% | +8.3% | +14.3% | +18.5% |
| 3Y | +67.0% | +54.9% | +12.1% | +41.3% |
| 5Y | +52.3% | +73.5% | -21.2% | +22.8% |
| 10Y | +147.3% | +139.1% | +8.2% | +63.6% |
| All | +217.5% | +205.1% | +12.4% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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