-20.8%
GIS vs CNP
+137.1%
-157.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.6% |
| 7D | -8.4% | -2.2% | -6.3% | -7.9% |
| 30D | -5.2% | -2.1% | -3.1% | -4.7% |
| 3M | +8.2% | -7.9% | +16.1% | +10.4% |
| 6M | -12.0% | -8.3% | -3.7% | -10.1% |
| YTD | -18.9% | +3.8% | -22.6% | -19.7% |
| 1Y | -23.6% | +5.9% | -29.5% | -24.8% |
| 3Y | -37.6% | +49.3% | -86.9% | -43.9% |
| 5Y | -25.2% | +69.3% | -94.5% | -34.9% |
| All | -20.8% | +137.1% | -157.9% | -40.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling