+57.7%
GEV vs CNP
+7.2%
+50.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | -0.2% |
| 7D | +3.3% | +1.1% | +2.2% | +3.6% |
| 30D | -7.5% | -1.8% | -5.6% | -8.1% |
| 3M | -2.2% | -4.6% | +2.5% | -4.4% |
| 6M | +12.1% | -8.8% | +20.9% | +8.7% |
| YTD | +44.4% | +5.2% | +39.2% | +46.9% |
| 1Y | +57.7% | +8.3% | +49.4% | +61.3% |
| All | +57.7% | +7.2% | +50.4% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling