+1,488.6%
GIS vs CNP
+1,826.3%
-337.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -7.8% | +1.1% | -8.9% | -8.0% |
| 30D | +6.6% | -1.8% | +8.4% | +6.8% |
| 3M | +21.0% | -4.6% | +25.6% | +21.8% |
| 6M | -9.1% | -8.8% | -0.2% | -7.8% |
| YTD | -13.6% | +5.2% | -18.9% | -14.4% |
| 1Y | -18.0% | +8.3% | -26.3% | -19.1% |
| 3Y | -33.7% | +54.9% | -88.6% | -38.2% |
| 5Y | -19.4% | +73.5% | -92.9% | -26.3% |
| 10Y | -21.3% | +139.1% | -160.4% | -32.8% |
| All | +1,488.6% | +1,826.3% | -337.8% | +615.2% |
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 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