+67.0%
CNP vs GTLB
-49.8%
+116.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.7% |
| 7D | -2.2% | -4.1% | +1.9% | -2.1% |
| 30D | -2.1% | +12.3% | -14.4% | -2.3% |
| 3M | -7.9% | +65.9% | -73.8% | -8.8% |
| 6M | -8.3% | +104.0% | -112.3% | -9.7% |
| YTD | +3.8% | +26.0% | -22.3% | +3.3% |
| 1Y | +5.9% | -3.5% | +9.4% | +6.0% |
| 3Y | +49.3% | -9.6% | +58.9% | +48.1% |
| All | +67.0% | -49.8% | +116.9% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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