+64.2%
CNP vs GD
+61.5%
+2.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | -3.0% | -1.9% | -1.1% | -2.7% |
| 30D | +6.8% | +10.9% | -4.1% | +5.0% |
| 3M | +3.6% | -6.8% | +10.4% | +4.7% |
| 6M | 0.0% | +7.0% | -7.0% | -1.1% |
| YTD | +9.4% | +11.1% | -1.7% | +7.4% |
| 1Y | +6.8% | +7.0% | -0.2% | +5.6% |
| 3Y | +64.2% | +59.9% | +4.2% | +45.9% |
| All | +64.2% | +61.5% | +2.6% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling