+390.5%
GE vs CNP
+73.6%
+316.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.1% |
| 7D | +7.1% | -4.2% | +11.3% | +8.6% |
| 30D | +6.5% | +5.5% | +0.9% | +4.5% |
| 3M | -13.6% | +0.6% | -14.1% | -13.8% |
| 6M | +6.0% | -2.8% | +8.8% | +6.6% |
| YTD | +5.4% | +7.9% | -2.5% | +1.8% |
| 1Y | +6.5% | +6.7% | -0.2% | +3.2% |
| 3Y | +268.6% | +61.1% | +207.5% | +200.6% |
| All | +390.5% | +73.6% | +316.9% | +273.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling