+74.4%
CNP vs GPC
+30.9%
+43.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +1.1% | +1.2% | -0.1% | +0.9% |
| 30D | -1.8% | +6.0% | -7.8% | -3.0% |
| 3M | -4.6% | +42.6% | -47.3% | -11.4% |
| 6M | -8.8% | +22.8% | -31.6% | -12.9% |
| YTD | +5.2% | +15.5% | -10.2% | +1.1% |
| 1Y | +8.3% | +2.0% | +6.3% | +6.9% |
| 3Y | +54.9% | -1.4% | +56.3% | +51.6% |
| All | +74.4% | +30.9% | +43.5% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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