+1,156.3%
CNP vs IAG
+321.3%
+835.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | -0.1% | +3.4% | -3.5% | -0.4% |
| 30D | +5.0% | -2.7% | +7.7% | +5.0% |
| 3M | +2.7% | -0.5% | +3.1% | +2.3% |
| 6M | -1.9% | -4.8% | +3.0% | -2.3% |
| YTD | +8.8% | +9.6% | -0.8% | +6.4% |
| 1Y | +5.6% | +32.2% | -26.5% | +1.7% |
| 3Y | +63.2% | +692.5% | -629.3% | +33.8% |
| 5Y | +73.8% | +447.6% | -373.8% | +42.5% |
| 10Y | +144.0% | +403.3% | -259.3% | +91.0% |
| All | +1,156.3% | +321.3% | +835.1% | +787.4% |
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