+1,145.9%
CNP vs IAG
+337.4%
+808.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.2% | -5.5% | +1.2% |
| 7D | -4.2% | +21.4% | -25.6% | -5.6% |
| 30D | +5.5% | +4.0% | +1.5% | +5.0% |
| 3M | +0.6% | +17.0% | -16.5% | -0.9% |
| 6M | -2.8% | +1.4% | -4.2% | -3.6% |
| YTD | +7.9% | +13.8% | -5.9% | +5.3% |
| 1Y | +6.7% | +55.8% | -49.2% | +1.5% |
| 3Y | +61.1% | +647.4% | -586.3% | +32.8% |
| 5Y | +73.0% | +519.1% | -446.2% | +40.6% |
| 10Y | +141.9% | +345.6% | -203.7% | +90.9% |
| All | +1,145.9% | +337.4% | +808.5% | +778.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling