+157.4%
GE vs CNP
+143.3%
+14.1%
-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% | -0.3% | +0.2% |
| 7D | +5.4% | -3.0% | +8.4% | +7.0% |
| 30D | +9.6% | +6.8% | +2.8% | +5.9% |
| 3M | -7.7% | +3.6% | -11.3% | -9.5% |
| 6M | +14.0% | 0.0% | +14.0% | +13.4% |
| YTD | +10.2% | +9.4% | +0.8% | +4.2% |
| 1Y | +8.9% | +6.8% | +2.1% | +4.2% |
| 3Y | +273.7% | +64.2% | +209.5% | +179.3% |
| 5Y | +410.2% | +76.0% | +334.2% | +261.0% |
| 10Y | +157.4% | +143.3% | +14.1% | +45.1% |
| All | +157.4% | +143.3% | +14.1% | +45.1% |
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