+69.4%
CNP vs GTLB
-47.1%
+116.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.8% |
| 7D | +1.1% | +11.1% | -10.0% | +0.9% |
| 30D | -1.8% | +37.8% | -39.6% | -2.4% |
| 3M | -4.6% | +61.6% | -66.2% | -5.5% |
| 6M | -8.8% | +98.9% | -107.8% | -10.1% |
| YTD | +5.2% | +32.8% | -27.5% | +4.6% |
| 1Y | +8.3% | +14.7% | -6.3% | +8.0% |
| 3Y | +54.9% | +1.3% | +53.5% | +53.2% |
| All | +69.4% | -47.1% | +116.5% | +65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling