+1,860.4%
CNP vs GPC
+2,071.6%
-211.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.2% |
| 7D | -4.2% | +1.6% | -5.8% | -4.8% |
| 30D | +5.5% | -2.1% | +7.6% | +6.1% |
| 3M | +0.6% | -6.8% | +7.4% | +2.9% |
| 6M | -2.8% | +18.6% | -21.4% | -10.1% |
| YTD | +7.9% | +2.7% | +5.2% | +4.2% |
| 1Y | +6.7% | +1.8% | +4.9% | +3.2% |
| 3Y | +61.1% | +1.1% | +60.1% | +50.4% |
| 5Y | +73.0% | +4.1% | +68.9% | +56.3% |
| 10Y | +141.9% | +88.2% | +53.6% | +63.6% |
| All | +1,860.4% | +2,071.6% | -211.2% | +499.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling