+11.7%
CMI vs GPN
+20.6%
-9.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.8% | -5.9% |
| 7D | -11.2% | +15.0% | -26.2% | -10.1% |
| 30D | -9.8% | +16.9% | -26.8% | -8.7% |
| 3M | -25.5% | +9.2% | -34.7% | -24.8% |
| 6M | -27.7% | +34.7% | -62.4% | -27.0% |
| YTD | -6.6% | +25.4% | -32.0% | -5.4% |
| 1Y | +11.7% | +21.7% | -10.1% | +12.6% |
| All | +11.7% | +20.6% | -9.0% | +12.6% |
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