+627.7%
GEV vs CNP
+54.1%
+573.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | +3.2% | +0.7% | +2.5% | +3.1% |
| 30D | -4.0% | -0.1% | -4.0% | -4.0% |
| 3M | +3.4% | -5.6% | +9.0% | +3.3% |
| 6M | +14.7% | -7.5% | +22.2% | +14.8% |
| YTD | +45.8% | +5.5% | +40.3% | +43.3% |
| 1Y | +57.4% | +8.3% | +49.0% | +53.8% |
| All | +627.7% | +54.1% | +573.5% | +561.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling