+1,878.7%
CNP vs GD
+20,595.6%
-18,716.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -2.7% |
| 7D | -1.3% | +3.0% | -4.3% | -2.2% |
| 30D | +8.7% | +10.5% | -1.8% | +5.4% |
| 3M | -0.7% | -5.0% | +4.2% | +0.8% |
| 6M | -4.2% | +5.5% | -9.7% | -6.0% |
| YTD | +8.9% | +10.3% | -1.5% | +4.9% |
| 1Y | +8.3% | +8.2% | +0.2% | +5.0% |
| 3Y | +61.8% | +59.0% | +2.7% | +37.6% |
| 5Y | +75.7% | +104.3% | -28.6% | +37.9% |
| 10Y | +144.1% | +202.4% | -58.3% | +70.3% |
| All | +1,878.7% | +20,595.6% | -18,716.9% | +773.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling