+72.4%
CNP vs GPC
+3.9%
+68.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +2.5% | -1.3% | +3.7% | +2.7% |
| 30D | +4.0% | -6.0% | +10.1% | +5.2% |
| 3M | +1.6% | -7.6% | +9.3% | +3.1% |
| 6M | -1.7% | +24.2% | -25.9% | -6.3% |
| YTD | +8.6% | +2.7% | +5.9% | +6.6% |
| 1Y | +5.8% | +0.2% | +5.7% | +4.4% |
| 3Y | +63.0% | -0.8% | +63.8% | +56.6% |
| All | +72.4% | +3.9% | +68.5% | +58.9% |
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