+71.6%
CNP vs GFS
-2.1%
+73.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | +0.7% | +4.5% | -3.8% | +0.5% |
| 30D | -0.1% | -8.2% | +8.1% | +0.3% |
| 3M | -5.6% | -38.9% | +33.2% | -3.8% |
| 6M | -7.5% | -2.9% | -4.6% | -8.4% |
| YTD | +5.5% | +31.8% | -26.3% | +2.2% |
| 1Y | +8.3% | +43.1% | -34.8% | +4.3% |
| 3Y | +51.8% | -20.6% | +72.4% | +50.4% |
| All | +71.6% | -2.1% | +73.7% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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