+514.9%
GEV vs CNP
+59.6%
+455.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | +3.7% | +1.3% | +2.4% | +3.6% |
| 30D | -14.7% | +3.8% | -18.5% | -14.7% |
| 3M | -23.4% | +2.4% | -25.8% | -23.5% |
| 6M | -24.3% | -1.2% | -23.2% | -24.6% |
| YTD | +23.2% | +9.3% | +13.9% | +20.9% |
| 1Y | +44.2% | +6.4% | +37.8% | +42.3% |
| All | +514.9% | +59.6% | +455.2% | +458.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling