+212.2%
GLD vs CNP
+142.6%
+69.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +4.9% | -4.3% | +9.3% | +5.3% |
| 30D | -1.3% | +5.7% | -7.0% | -1.8% |
| 3M | -4.8% | +0.9% | -5.7% | -4.9% |
| 6M | -12.5% | -1.1% | -11.4% | -12.6% |
| YTD | -4.2% | +8.3% | -12.5% | -5.0% |
| 1Y | +3.0% | +5.9% | -2.9% | +2.4% |
| 3Y | +109.1% | +64.6% | +44.5% | +100.5% |
| 5Y | +121.6% | +74.6% | +47.0% | +111.5% |
| 10Y | +212.2% | +139.8% | +72.4% | +166.8% |
| All | +212.2% | +142.6% | +69.7% | +166.8% |
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