+51.7%
CNP vs GTLB
-12.2%
+63.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.9% |
| 7D | +0.7% | -6.6% | +7.2% | +0.6% |
| 30D | -0.1% | +13.7% | -13.8% | +0.1% |
| 3M | -5.6% | +52.9% | -58.5% | -5.2% |
| 6M | -7.5% | +88.5% | -96.0% | -6.9% |
| YTD | +5.5% | +23.4% | -17.9% | +6.3% |
| 1Y | +8.3% | -3.8% | +12.2% | +9.5% |
| All | +51.7% | -12.2% | +63.8% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling