+53.1%
CNP vs INDA
+10.1%
+42.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.3% |
| 7D | +1.6% | -1.0% | +2.6% | +1.7% |
| 30D | -0.8% | -2.5% | +1.8% | -0.5% |
| 3M | -3.6% | +4.0% | -7.5% | -4.0% |
| 6M | -6.9% | -1.8% | -5.1% | -6.8% |
| YTD | +6.4% | -9.2% | +15.6% | +8.0% |
| 1Y | +9.9% | -7.2% | +17.1% | +11.1% |
| 3Y | +53.1% | +9.8% | +43.3% | +39.9% |
| All | +53.1% | +10.1% | +42.9% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling