-21.6%
GIS vs CNP
+6.0%
-27.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | +6.6% | +5.0% | +1.6% | +4.4% |
| 3M | -8.1% | +2.7% | -10.7% | -9.4% |
| 6M | +4.9% | -1.9% | +6.8% | +5.2% |
| YTD | -21.4% | +8.8% | -30.1% | -25.2% |
| 1Y | -21.6% | +5.6% | -27.3% | -25.1% |
| All | -21.6% | +6.0% | -27.6% | -25.1% |
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