+142.0%
CNP vs GD
+165.7%
-23.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +1.3% | +2.7% | -1.4% | -0.1% |
| 30D | +3.8% | +8.6% | -4.8% | -0.5% |
| 3M | +2.4% | -7.1% | +9.4% | +6.1% |
| 6M | -1.2% | +7.5% | -8.6% | -5.3% |
| YTD | +9.3% | +9.9% | -0.6% | +2.5% |
| 1Y | +6.4% | +7.6% | -1.1% | +0.9% |
| 3Y | +66.4% | +56.2% | +10.2% | +23.6% |
| 5Y | +75.7% | +100.6% | -25.0% | +9.2% |
| All | +142.0% | +165.7% | -23.8% | +16.6% |
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