+1,317.1%
GIS vs CNP
+1,888.5%
-571.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -8.1% | +2.5% | -10.5% | -8.4% |
| 30D | +5.3% | +4.0% | +1.3% | +4.6% |
| 3M | -10.5% | +1.6% | -12.2% | -10.8% |
| 6M | +1.8% | -1.7% | +3.5% | +2.0% |
| YTD | -22.9% | +8.6% | -31.6% | -24.0% |
| 1Y | -22.9% | +5.8% | -28.8% | -23.7% |
| 3Y | -40.5% | +63.0% | -103.5% | -45.0% |
| 5Y | -34.9% | +74.7% | -109.5% | -40.5% |
| 10Y | -19.0% | +143.7% | -162.7% | -31.1% |
| All | +1,317.1% | +1,888.5% | -571.4% | +534.6% |
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