+80.5%
CNP vs GH
+473.1%
-392.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.5% |
| 7D | -2.2% | -1.2% | -0.9% | -2.1% |
| 30D | -2.1% | -3.7% | +1.6% | -1.9% |
| 3M | -7.9% | +21.7% | -29.6% | -9.1% |
| 6M | -8.3% | +75.7% | -84.1% | -11.6% |
| YTD | +3.8% | +55.7% | -51.9% | +0.6% |
| 1Y | +5.9% | +181.1% | -175.2% | -1.1% |
| 3Y | +49.3% | +371.6% | -322.3% | +31.8% |
| 5Y | +69.3% | +23.2% | +46.1% | +59.0% |
| All | +80.5% | +473.1% | -392.6% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling