+69.3%
CNP vs GPN
-46.4%
+115.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.8% |
| 7D | -2.2% | -3.5% | +1.4% | -1.8% |
| 30D | -2.1% | +3.1% | -5.2% | -2.4% |
| 3M | -7.9% | +42.3% | -50.2% | -11.2% |
| 6M | -8.3% | +20.9% | -29.2% | -10.3% |
| YTD | +3.8% | +15.2% | -11.4% | +1.8% |
| 1Y | +5.9% | +5.4% | +0.4% | +4.9% |
| 3Y | +49.3% | -27.4% | +76.7% | +54.6% |
| 5Y | +69.3% | -44.2% | +113.5% | +73.0% |
| All | +69.3% | -46.4% | +115.6% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling