+735.8%
IVV vs CNP
+508.6%
+227.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.8% |
| 7D | -4.8% | -5.3% | +0.6% | -3.6% |
| 30D | -5.9% | +3.7% | -9.6% | -6.7% |
| 3M | -4.5% | -1.1% | -3.4% | -4.4% |
| 6M | +1.8% | -7.1% | +9.0% | +3.2% |
| YTD | +8.4% | +6.0% | +2.3% | +6.5% |
| 1Y | +9.4% | +5.2% | +4.2% | +7.7% |
| 3Y | +75.3% | +57.5% | +17.7% | +56.8% |
| 5Y | +67.8% | +70.0% | -2.3% | +47.3% |
| 10Y | +314.2% | +137.8% | +176.4% | +229.8% |
| All | +735.8% | +508.6% | +227.3% | +501.1% |
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