+1,888.4%
CNP vs GAP
+2,227.0%
-338.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.2% |
| 7D | -3.0% | -0.1% | -2.9% | -3.1% |
| 30D | +6.8% | -5.4% | +12.3% | +7.4% |
| 3M | +3.6% | +2.9% | +0.7% | +2.9% |
| 6M | 0.0% | -4.4% | +4.4% | -0.3% |
| YTD | +9.4% | -11.6% | +21.0% | +9.5% |
| 1Y | +6.8% | -6.0% | +12.9% | +6.0% |
| 3Y | +64.2% | +78.0% | -13.8% | +44.2% |
| 5Y | +76.0% | +8.5% | +67.5% | +58.4% |
| 10Y | +143.3% | +8.6% | +134.7% | +98.3% |
| All | +1,888.4% | +2,227.0% | -338.6% | +1,004.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling