+49.1%
CNP vs GDDY
+30.8%
+18.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | -1.4% | -3.2% | +1.8% | -1.4% |
| 30D | -2.9% | +6.8% | -9.7% | -3.0% |
| 3M | -7.5% | +30.5% | -38.0% | -7.9% |
| 6M | -7.9% | +13.3% | -21.2% | -8.2% |
| YTD | +3.7% | -21.0% | +24.7% | +5.0% |
| 1Y | +4.6% | -34.0% | +38.6% | +6.9% |
| 3Y | +49.1% | +33.1% | +16.1% | +43.0% |
| All | +49.1% | +30.8% | +18.4% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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