+132.5%
CNP vs INDA
+84.7%
+47.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | -1.4% | -2.7% | +1.3% | 0.0% |
| 30D | -2.9% | -2.8% | -0.2% | -1.6% |
| 3M | -7.5% | +1.6% | -9.2% | -8.5% |
| 6M | -7.9% | -1.4% | -6.5% | -7.8% |
| YTD | +3.7% | -10.1% | +13.9% | +9.0% |
| 1Y | +4.6% | -8.8% | +13.4% | +8.9% |
| 3Y | +49.1% | +7.6% | +41.5% | +38.9% |
| 5Y | +69.2% | +5.8% | +63.4% | +57.3% |
| All | +132.5% | +84.7% | +47.8% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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