+808.3%
IWM vs CNP
+474.3%
+333.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | -1.3% | -1.8% | +0.6% | -0.8% |
| 3M | +1.6% | -4.6% | +6.3% | +2.6% |
| 6M | +13.6% | -8.8% | +22.4% | +15.9% |
| YTD | +20.8% | +5.2% | +15.5% | +18.7% |
| 1Y | +26.4% | +8.3% | +18.1% | +23.3% |
| 3Y | +60.7% | +54.9% | +5.8% | +42.0% |
| 5Y | +38.2% | +73.5% | -35.3% | +18.4% |
| 10Y | +169.5% | +139.1% | +30.4% | +108.1% |
| All | +808.3% | +474.3% | +333.9% | +516.9% |
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 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