+218.2%
GLD vs CNP
+132.2%
+86.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +0.1% | +0.7% | -0.5% | +0.1% |
| 30D | +0.2% | -0.1% | +0.3% | +0.2% |
| 3M | +3.2% | -5.6% | +8.8% | +3.6% |
| 6M | -14.6% | -7.5% | -7.2% | -14.2% |
| YTD | +1.8% | +5.5% | -3.7% | +1.2% |
| 1Y | +20.7% | +8.3% | +12.4% | +19.7% |
| 3Y | +126.5% | +51.8% | +74.7% | +118.4% |
| 5Y | +140.0% | +69.9% | +70.2% | +129.5% |
| 10Y | +218.2% | +139.9% | +78.3% | +179.2% |
| All | +218.2% | +132.2% | +86.0% | +179.2% |
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