+41.9%
CMI vs GPN
+8.1%
+33.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.9% |
| 7D | -0.7% | +0.8% | -1.5% | -0.7% |
| 30D | -13.4% | +5.8% | -19.2% | -13.1% |
| 3M | -17.0% | +37.0% | -54.0% | -16.3% |
| 6M | -1.6% | +20.1% | -21.8% | -1.5% |
| YTD | +11.0% | +20.4% | -9.4% | +11.1% |
| 1Y | +41.9% | +7.4% | +34.5% | +41.2% |
| All | +41.9% | +8.1% | +33.8% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling