+1,115.6%
CNP vs IAG
+377.5%
+738.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | -1.8% | +28.9% | -30.7% | -3.8% |
| 3M | -4.6% | +19.1% | -23.8% | -6.3% |
| 6M | -8.8% | -10.3% | +1.4% | -8.8% |
| YTD | +5.2% | +24.2% | -19.0% | +2.3% |
| 1Y | +8.3% | +116.5% | -108.2% | +0.5% |
| 3Y | +54.9% | +742.8% | -687.9% | +26.6% |
| 5Y | +73.5% | +753.3% | -679.8% | +37.8% |
| 10Y | +139.1% | +403.2% | -264.1% | +87.0% |
| All | +1,115.6% | +377.5% | +738.1% | +753.1% |
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