+72.0%
CNP vs IAG
+766.8%
-694.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.2% |
| 7D | +1.6% | +4.3% | -2.6% | +1.4% |
| 30D | -0.8% | +9.8% | -10.6% | -1.4% |
| 3M | -3.6% | +28.9% | -32.5% | -5.4% |
| 6M | -6.9% | -7.6% | +0.6% | -6.9% |
| YTD | +6.4% | +22.0% | -15.5% | +3.8% |
| 1Y | +9.9% | +99.5% | -89.6% | +2.7% |
| 3Y | +53.1% | +818.3% | -765.2% | +22.2% |
| 5Y | +72.0% | +785.9% | -713.9% | +34.0% |
| All | +72.0% | +766.8% | -694.9% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling