+53.1%
CNP vs GME
+4.1%
+49.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.1% |
| 7D | +1.6% | +0.4% | +1.2% | +1.6% |
| 30D | -0.8% | -1.4% | +0.6% | -0.8% |
| 3M | -3.6% | -15.1% | +11.6% | -3.6% |
| 6M | -6.9% | -22.5% | +15.5% | -6.9% |
| YTD | +6.4% | -5.9% | +12.4% | +6.4% |
| 1Y | +9.9% | -18.6% | +28.6% | +9.9% |
| 3Y | +53.1% | +6.7% | +46.4% | +58.0% |
| All | +53.1% | +4.1% | +49.0% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 3y: compounded portfolio wealth divided by compounded GME 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…
3y analysis · Full analysis span regression · 6 months rolling