+552.5%
CNP vs GME
+1,082.6%
-530.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +1.1% | +7.2% | -6.1% | +0.9% |
| 30D | -1.8% | +0.8% | -2.6% | -1.9% |
| 3M | -4.6% | -14.0% | +9.3% | -4.3% |
| 6M | -8.8% | -19.7% | +10.9% | -8.4% |
| YTD | +5.2% | -4.6% | +9.8% | +5.2% |
| 1Y | +8.3% | -14.3% | +22.7% | +8.6% |
| 3Y | +54.9% | +4.0% | +50.9% | +47.7% |
| 5Y | +73.5% | -62.2% | +135.7% | +67.3% |
| 10Y | +139.1% | +241.4% | -102.2% | +42.3% |
| All | +552.5% | +1,082.6% | -530.1% | +249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling