+139.8%
CNP vs GD
+185.2%
-45.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.8% |
| 7D | -4.3% | -3.0% | -1.3% | -2.8% |
| 30D | +5.7% | +9.3% | -3.6% | +1.0% |
| 3M | +0.9% | -7.2% | +8.1% | +4.7% |
| 6M | -1.1% | +5.5% | -6.5% | -4.3% |
| YTD | +8.3% | +9.5% | -1.2% | +1.7% |
| 1Y | +5.9% | +6.4% | -0.5% | +0.9% |
| 3Y | +64.6% | +59.8% | +4.8% | +20.6% |
| 5Y | +74.6% | +98.0% | -23.4% | +9.6% |
| 10Y | +139.8% | +177.4% | -37.5% | +17.3% |
| All | +139.8% | +185.2% | -45.3% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling