+69.6%
CNP vs GDDY
+29.8%
+39.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | -1.4% | -3.2% | +1.8% | -1.3% |
| 30D | -2.9% | +6.8% | -9.7% | -3.4% |
| 3M | -7.5% | +30.5% | -38.0% | -9.3% |
| 6M | -7.9% | +13.3% | -21.2% | -9.1% |
| YTD | +3.7% | -21.0% | +24.7% | +5.5% |
| 1Y | +4.6% | -34.0% | +38.6% | +8.3% |
| 3Y | +49.1% | +33.1% | +16.1% | +39.8% |
| All | +69.6% | +29.8% | +39.9% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling