+73.8%
CNP vs GME
-48.9%
+122.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.1% |
| 3M | +2.7% | +35.8% | -33.1% | +2.3% |
| 6M | -1.9% | +10.3% | -12.2% | -2.0% |
| YTD | +8.8% | +27.2% | -18.5% | +8.4% |
| 1Y | +5.6% | +19.1% | -13.5% | +5.3% |
| 3Y | +63.2% | +103.7% | -40.5% | +55.7% |
| 5Y | +73.8% | -50.0% | +123.7% | +69.7% |
| All | +73.8% | -48.9% | +122.7% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling