+713.1%
IYR vs CNP
+466.7%
+246.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.5% |
| 7D | +2.1% | -3.0% | +5.1% | +3.0% |
| 30D | +7.2% | +6.8% | +0.3% | +5.0% |
| 3M | +0.4% | +3.6% | -3.3% | -0.8% |
| 6M | +1.4% | 0.0% | +1.5% | +1.3% |
| YTD | +11.3% | +9.4% | +1.9% | +8.2% |
| 1Y | +10.5% | +6.8% | +3.7% | +8.1% |
| 3Y | +41.7% | +64.2% | -22.5% | +21.9% |
| 5Y | +7.1% | +76.0% | -68.9% | -9.5% |
| 10Y | +89.1% | +143.3% | -54.3% | +42.7% |
| All | +713.1% | +466.7% | +246.4% | +399.4% |
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