+37.9%
CNP vs GGLL
+188.6%
-150.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.7% |
| 7D | -4.2% | +3.1% | -7.3% | -4.2% |
| 30D | +5.5% | -36.3% | +41.9% | +5.9% |
| 3M | +0.6% | -40.4% | +40.9% | +1.0% |
| 6M | -2.8% | -54.6% | +51.8% | -1.9% |
| YTD | +7.9% | -31.1% | +39.0% | +7.7% |
| 1Y | +6.7% | -19.2% | +25.8% | +5.9% |
| 3Y | +61.1% | +151.5% | -90.4% | +48.8% |
| All | +37.9% | +188.6% | -150.7% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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