+776.1%
IVV vs CNP
+504.0%
+272.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +0.1% | -1.8% | +1.9% | +0.4% |
| 3M | +2.0% | -4.6% | +6.6% | +2.9% |
| 6M | +13.0% | -8.8% | +21.9% | +15.0% |
| YTD | +13.6% | +5.2% | +8.4% | +11.9% |
| 1Y | +20.1% | +8.3% | +11.8% | +17.5% |
| 3Y | +77.6% | +54.9% | +22.7% | +59.5% |
| 5Y | +82.5% | +73.5% | +9.0% | +59.6% |
| 10Y | +316.5% | +139.1% | +177.4% | +231.5% |
| All | +776.1% | +504.0% | +272.1% | +531.7% |
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