+39.7%
CNP vs GGLL
+210.8%
-171.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.6% |
| 7D | +1.3% | +7.7% | -6.4% | +1.2% |
| 30D | +3.8% | -30.2% | +34.0% | +4.1% |
| 3M | +2.4% | -31.3% | +33.6% | +2.7% |
| 6M | -1.2% | -52.1% | +50.9% | -0.2% |
| YTD | +9.3% | -25.9% | +35.1% | +9.0% |
| 1Y | +6.4% | -8.5% | +14.9% | +5.5% |
| 3Y | +66.4% | +165.5% | -99.2% | +53.9% |
| All | +39.7% | +210.8% | -171.1% | +26.6% |
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