+1,812.7%
CNP vs GAP
+2,258.2%
-445.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +1.1% | -4.5% | +5.6% | +1.6% |
| 30D | -1.8% | +9.0% | -10.9% | -3.0% |
| 3M | -4.6% | +5.0% | -9.6% | -5.5% |
| 6M | -8.8% | -17.8% | +9.0% | -7.6% |
| YTD | +5.2% | -10.4% | +15.6% | +5.4% |
| 1Y | +8.3% | -3.4% | +11.7% | +7.1% |
| 3Y | +54.9% | +111.5% | -56.6% | +33.1% |
| 5Y | +73.5% | +8.8% | +64.7% | +56.1% |
| 10Y | +139.1% | +32.9% | +106.2% | +90.6% |
| All | +1,812.7% | +2,258.2% | -445.6% | +963.0% |
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