+159.7%
GILD vs CNP
+137.0%
+22.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -4.8% | -1.4% | -3.4% | -4.6% |
| 30D | +5.8% | -2.9% | +8.7% | +6.3% |
| 3M | +14.9% | -7.5% | +22.5% | +16.7% |
| 6M | -0.4% | -7.9% | +7.5% | +1.2% |
| YTD | +18.5% | +3.7% | +14.8% | +17.6% |
| 1Y | +25.1% | +4.6% | +20.5% | +23.9% |
| 3Y | +105.9% | +49.1% | +56.8% | +89.7% |
| 5Y | +143.0% | +69.2% | +73.8% | +119.2% |
| All | +159.7% | +137.0% | +22.7% | +120.2% |
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