+53.1%
CNP vs GFS
-20.2%
+73.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.6% | +2.6% | -1.0% | +1.6% |
| 30D | -0.8% | -16.4% | +15.6% | -0.6% |
| 3M | -3.6% | -41.6% | +38.0% | -3.1% |
| 6M | -6.9% | -3.7% | -3.3% | -7.7% |
| YTD | +6.4% | +29.3% | -22.9% | +4.7% |
| 1Y | +9.9% | +37.1% | -27.2% | +7.8% |
| 3Y | +53.1% | -22.1% | +75.2% | +50.6% |
| All | +53.1% | -20.2% | +73.3% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling