+76.0%
CNP vs GTLB
-64.3%
+140.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.1% |
| 7D | -3.0% | -10.9% | +7.9% | -2.9% |
| 30D | +6.8% | -15.3% | +22.1% | +7.1% |
| 3M | +3.6% | +14.6% | -10.9% | +3.3% |
| 6M | 0.0% | +79.6% | -79.6% | -1.2% |
| YTD | +9.4% | +24.3% | -14.9% | +8.9% |
| 1Y | +6.8% | +1.0% | +5.8% | +6.9% |
| 3Y | +64.2% | +4.6% | +59.6% | +62.1% |
| 5Y | +76.0% | -63.7% | +139.8% | +73.4% |
| All | +76.0% | -64.3% | +140.3% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling