+132.5%
CNP vs GPN
+28.2%
+104.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.4% | -4.6% | +3.2% | -0.2% |
| 30D | -2.9% | -0.3% | -2.7% | -3.1% |
| 3M | -7.5% | +35.4% | -43.0% | -15.4% |
| 6M | -7.9% | +21.7% | -29.6% | -13.9% |
| YTD | +3.7% | +14.9% | -11.1% | -2.4% |
| 1Y | +4.6% | +3.2% | +1.4% | +1.2% |
| 3Y | +49.1% | -27.1% | +76.3% | +55.7% |
| 5Y | +69.2% | -44.4% | +113.6% | +89.3% |
| All | +132.5% | +28.2% | +104.3% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling