+66.4%
CNP vs GPN
-12.5%
+78.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.5% |
| 7D | +1.3% | -5.6% | +7.0% | +1.4% |
| 30D | +3.8% | +13.6% | -9.8% | +3.6% |
| 3M | +2.4% | -2.8% | +5.2% | +2.4% |
| 6M | -1.2% | +38.1% | -39.2% | -1.9% |
| YTD | +9.3% | +19.9% | -10.7% | +8.9% |
| 1Y | +6.4% | +23.4% | -17.0% | +5.9% |
| 3Y | +66.4% | -12.6% | +79.0% | +61.6% |
| All | +66.4% | -12.5% | +78.8% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling