+65.6%
CNP vs GME
+104.4%
-38.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -0.1% | +1.6% | -1.7% | -0.1% |
| 30D | +5.0% | -6.2% | +11.2% | +5.0% |
| 3M | +2.7% | +35.8% | -33.1% | +2.8% |
| 6M | -1.9% | +10.3% | -12.2% | -1.8% |
| YTD | +8.8% | +27.2% | -18.5% | +8.8% |
| 1Y | +5.6% | +19.1% | -13.5% | +5.7% |
| All | +65.6% | +104.4% | -38.8% | +65.2% |
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