+49.1%
CNP vs GPN
-27.4%
+76.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.4% | -4.3% | +2.9% | -1.3% |
| 30D | -2.9% | 0.0% | -2.9% | -3.0% |
| 3M | -7.5% | +35.8% | -43.4% | -8.4% |
| 6M | -7.9% | +22.0% | -29.9% | -8.5% |
| YTD | +3.7% | +15.2% | -11.5% | +3.4% |
| 1Y | +4.6% | +3.5% | +1.1% | +5.0% |
| 3Y | +49.1% | -26.9% | +76.1% | +48.3% |
| All | +49.1% | -27.4% | +76.5% | +48.3% |
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