+64.2%
CNP vs GFS
-20.2%
+84.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -3.0% | -5.3% | +2.3% | -3.0% |
| 30D | +6.8% | -15.8% | +22.6% | +7.0% |
| 3M | +3.6% | -18.6% | +22.3% | +3.8% |
| 6M | 0.0% | -45.0% | +45.0% | +0.3% |
| YTD | +9.4% | +16.8% | -7.4% | +7.6% |
| 1Y | +6.8% | +17.8% | -11.0% | +5.0% |
| 3Y | +64.2% | -21.5% | +85.7% | +60.7% |
| All | +64.2% | -20.2% | +84.3% | +60.7% |
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