+69.9%
CNP vs INDA
+5.9%
+64.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +0.7% | -2.6% | +3.3% | +1.3% |
| 30D | -0.1% | -2.9% | +2.9% | +0.6% |
| 3M | -5.6% | +2.4% | -8.0% | -6.3% |
| 6M | -7.5% | -2.6% | -4.9% | -7.0% |
| YTD | +5.5% | -10.0% | +15.5% | +8.3% |
| 1Y | +8.3% | -7.7% | +16.0% | +10.4% |
| 3Y | +51.8% | +8.9% | +42.9% | +43.5% |
| 5Y | +69.9% | +6.0% | +63.9% | +58.2% |
| All | +69.9% | +5.9% | +64.0% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling