+182.4%
CNP vs GDDY
+381.9%
-199.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.1% |
| 7D | -2.2% | -7.0% | +4.9% | -1.2% |
| 30D | -2.1% | +6.2% | -8.3% | -3.2% |
| 3M | -7.9% | +20.0% | -28.0% | -11.3% |
| 6M | -8.3% | +6.8% | -15.1% | -10.5% |
| YTD | +3.8% | -22.3% | +26.1% | +6.4% |
| 1Y | +5.9% | -33.5% | +39.4% | +11.4% |
| 3Y | +49.3% | +29.2% | +20.1% | +35.9% |
| 5Y | +69.3% | +28.1% | +41.2% | +51.3% |
| 10Y | +136.0% | +200.2% | -64.2% | +86.6% |
| All | +182.4% | +381.9% | -199.5% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling