+134.8%
CNP vs GD
+190.6%
-55.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +2.1% |
| 7D | -4.2% | -5.0% | +0.8% | -1.7% |
| 30D | +5.5% | +8.9% | -3.4% | +1.0% |
| 3M | +0.6% | -8.0% | +8.6% | +4.8% |
| 6M | -2.8% | +2.9% | -5.7% | -4.8% |
| YTD | +7.9% | +7.1% | +0.8% | +2.6% |
| 1Y | +6.7% | +5.9% | +0.7% | +1.9% |
| 3Y | +61.1% | +53.9% | +7.3% | +21.0% |
| 5Y | +73.0% | +95.4% | -22.4% | +9.8% |
| All | +134.8% | +190.6% | -55.8% | +25.3% |
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