+307.4%
IVV vs CNP
+143.3%
+164.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.7% |
| 7D | -0.6% | -3.0% | +2.4% | +0.4% |
| 30D | -3.7% | +6.8% | -10.5% | -6.0% |
| 3M | -2.7% | +3.6% | -6.4% | -4.1% |
| 6M | +2.2% | 0.0% | +2.3% | +1.7% |
| YTD | +10.9% | +9.4% | +1.5% | +6.4% |
| 1Y | +11.3% | +6.8% | +4.5% | +7.7% |
| 3Y | +76.9% | +64.2% | +12.7% | +43.4% |
| 5Y | +73.5% | +76.0% | -2.6% | +36.1% |
| 10Y | +307.4% | +143.3% | +164.1% | +162.9% |
| All | +307.4% | +143.3% | +164.1% | +162.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling