+770.9%
IWM vs CNP
+493.6%
+277.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +1.9% | +5.0% | -3.2% | +0.5% |
| 3M | -5.7% | +2.7% | -8.4% | -6.4% |
| 6M | -0.3% | -1.9% | +1.6% | -0.1% |
| YTD | +15.8% | +8.8% | +7.0% | +12.8% |
| 1Y | +17.1% | +5.6% | +11.4% | +14.8% |
| 3Y | +73.1% | +63.2% | +9.9% | +50.9% |
| 5Y | +25.9% | +73.8% | -47.9% | +7.8% |
| 10Y | +151.9% | +144.0% | +7.9% | +93.4% |
| All | +770.9% | +493.6% | +277.3% | +486.1% |
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