+74.6%
CNP vs GH
+43.1%
+31.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.9% | +0.2% |
| 7D | -4.3% | -7.0% | +2.7% | -4.1% |
| 30D | +5.7% | -5.2% | +10.9% | +5.9% |
| 3M | +0.9% | -5.8% | +6.7% | +1.0% |
| 6M | -1.1% | +65.9% | -67.0% | -3.1% |
| YTD | +8.3% | +55.5% | -47.2% | +6.0% |
| 1Y | +5.9% | +64.2% | -58.3% | +3.5% |
| 3Y | +64.6% | +606.0% | -541.4% | +48.5% |
| 5Y | +74.6% | +47.3% | +27.3% | +58.3% |
| All | +74.6% | +43.1% | +31.5% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling