+90.0%
CNP vs GH
+446.7%
-356.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.7% |
| 7D | +1.3% | +0.6% | +0.8% | +1.3% |
| 30D | +3.8% | -6.9% | +10.7% | +4.1% |
| 3M | +2.4% | -4.9% | +7.3% | +2.4% |
| 6M | -1.2% | +54.1% | -55.2% | -4.0% |
| YTD | +9.3% | +48.5% | -39.3% | +6.1% |
| 1Y | +6.4% | +61.2% | -54.7% | +2.8% |
| 3Y | +66.4% | +570.3% | -504.0% | +43.4% |
| 5Y | +75.7% | +46.1% | +29.5% | +62.5% |
| All | +90.0% | +446.7% | -356.7% | +64.0% |
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