+166.9%
IWM vs CNP
+135.4%
+31.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +1.4% | +1.6% | -0.2% | +0.7% |
| 30D | -2.3% | -0.8% | -1.5% | -2.0% |
| 3M | +4.0% | -3.6% | +7.5% | +5.2% |
| 6M | +17.9% | -6.9% | +24.9% | +20.8% |
| YTD | +20.2% | +6.4% | +13.8% | +16.2% |
| 1Y | +25.0% | +9.9% | +15.0% | +18.9% |
| 3Y | +66.0% | +53.1% | +12.9% | +34.6% |
| 5Y | +40.0% | +72.0% | -31.9% | +6.9% |
| 10Y | +166.9% | +131.5% | +35.4% | +63.0% |
| All | +166.9% | +135.4% | +31.5% | +63.0% |
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