+152.0%
GE vs CNP
+146.5%
+5.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +2.7% | +1.3% | +1.3% | +2.0% |
| 30D | +8.1% | +3.8% | +4.3% | +6.0% |
| 3M | -7.9% | +2.4% | -10.2% | -9.1% |
| 6M | +12.9% | -1.2% | +14.1% | +12.9% |
| YTD | +8.2% | +9.3% | -1.1% | +2.4% |
| 1Y | +9.7% | +6.4% | +3.2% | +5.1% |
| 3Y | +266.1% | +66.4% | +199.8% | +171.5% |
| 5Y | +407.4% | +75.7% | +331.7% | +259.3% |
| All | +152.0% | +146.5% | +5.5% | +39.0% |
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