+143.3%
CNP vs IAG
+336.8%
-193.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.7% | +7.7% | +1.5% |
| 7D | -3.0% | +16.8% | -19.9% | -4.1% |
| 30D | +6.8% | -1.5% | +8.3% | +6.8% |
| 3M | +3.6% | +0.5% | +3.2% | +3.3% |
| 6M | 0.0% | -1.0% | +0.9% | -0.6% |
| YTD | +9.4% | +12.3% | -2.9% | +6.9% |
| 1Y | +6.8% | +39.2% | -32.4% | +2.5% |
| 3Y | +64.2% | +712.3% | -648.1% | +33.3% |
| 5Y | +76.0% | +484.2% | -408.2% | +41.9% |
| 10Y | +143.3% | +382.3% | -239.0% | +87.8% |
| All | +143.3% | +336.8% | -193.5% | +87.8% |
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