+151.5%
GE vs CNP
+135.4%
+16.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | +1.2% | +1.6% | -0.5% | +0.3% |
| 30D | -9.5% | -0.8% | -8.7% | -9.2% |
| 3M | +4.1% | -3.6% | +7.7% | +5.6% |
| 6M | +3.9% | -6.9% | +10.9% | +7.0% |
| YTD | +9.0% | +6.4% | +2.6% | +4.7% |
| 1Y | +21.9% | +9.9% | +12.0% | +14.9% |
| 3Y | +281.8% | +53.1% | +228.7% | +196.6% |
| 5Y | +436.7% | +72.0% | +364.8% | +285.0% |
| 10Y | +151.5% | +131.5% | +20.0% | +42.7% |
| All | +151.5% | +135.4% | +16.1% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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