+700.6%
IYR vs CNP
+445.1%
+255.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.2% | +1.1% | -2.3% | -1.6% |
| 30D | -2.9% | -1.8% | -1.0% | -2.4% |
| 3M | +0.8% | -4.6% | +5.5% | +2.2% |
| 6M | +1.9% | -8.8% | +10.7% | +4.5% |
| YTD | +9.6% | +5.2% | +4.4% | +7.8% |
| 1Y | +8.1% | +8.3% | -0.2% | +5.4% |
| 3Y | +29.2% | +54.9% | -25.7% | +13.1% |
| 5Y | +4.3% | +73.5% | -69.2% | -11.5% |
| 10Y | +64.7% | +139.1% | -74.4% | +25.2% |
| All | +700.6% | +445.1% | +255.4% | +397.8% |
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