+136.4%
CNP vs IAG
+434.9%
-298.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | +0.7% | +1.7% | -1.0% | +0.5% |
| 30D | -0.1% | +11.4% | -11.5% | -0.9% |
| 3M | -5.6% | +33.0% | -38.7% | -7.8% |
| 6M | -7.5% | -6.0% | -1.5% | -7.7% |
| YTD | +5.5% | +24.6% | -19.1% | +2.5% |
| 1Y | +8.3% | +105.0% | -96.6% | +0.8% |
| 3Y | +51.8% | +837.9% | -786.1% | +21.6% |
| 5Y | +69.9% | +817.0% | -747.1% | +32.0% |
| All | +136.4% | +434.9% | -298.5% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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