+89.1%
CNP vs GH
+457.8%
-368.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -0.1% | -8.2% | +8.1% | +0.3% |
| 30D | +5.0% | -4.9% | +10.0% | +5.3% |
| 3M | +2.7% | -6.2% | +8.9% | +2.8% |
| 6M | -1.9% | +60.0% | -61.9% | -4.9% |
| YTD | +8.8% | +51.5% | -42.8% | +5.5% |
| 1Y | +5.6% | +58.4% | -52.8% | +2.1% |
| 3Y | +63.2% | +617.2% | -554.0% | +40.1% |
| 5Y | +73.8% | +47.0% | +26.7% | +60.8% |
| All | +89.1% | +457.8% | -368.6% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling