+132.5%
CNP vs GFI
+1,066.8%
-934.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | -1.4% | -4.9% | +3.4% | -1.1% |
| 30D | -2.9% | +10.7% | -13.7% | -3.7% |
| 3M | -7.5% | +25.6% | -33.2% | -9.2% |
| 6M | -7.9% | -8.3% | +0.4% | -7.9% |
| YTD | +3.7% | +6.3% | -2.6% | +2.2% |
| 1Y | +4.6% | +22.1% | -17.5% | +1.5% |
| 3Y | +49.1% | +289.2% | -240.1% | +29.9% |
| 5Y | +69.2% | +531.7% | -462.4% | +39.5% |
| All | +132.5% | +1,066.8% | -934.4% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling