+76.0%
CNP vs GAP
+7.5%
+68.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.1% |
| 7D | -3.0% | -0.1% | -2.9% | -3.1% |
| 30D | +6.8% | -5.4% | +12.3% | +7.1% |
| 3M | +3.6% | +2.9% | +0.7% | +3.3% |
| 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% | +6.4% |
| 3Y | +64.2% | +78.0% | -13.8% | +53.1% |
| 5Y | +76.0% | +8.5% | +67.5% | +63.2% |
| All | +76.0% | +7.5% | +68.5% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling