+64.2%
CNP vs GAP
+77.2%
-13.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.1% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | +6.8% | -5.4% | +12.3% | +7.0% |
| 3M | +3.6% | +2.9% | +0.7% | +3.4% |
| 6M | 0.0% | -4.4% | +4.4% | -0.1% |
| YTD | +9.4% | -11.6% | +21.0% | +9.5% |
| 1Y | +6.8% | -6.0% | +12.9% | +6.5% |
| 3Y | +64.2% | +78.0% | -13.8% | +58.4% |
| All | +64.2% | +77.2% | -13.0% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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