+103.4%
GLD vs CNP
+73.9%
+29.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -5.5% | +2.5% | -7.9% | -5.7% |
| 30D | -7.0% | +4.0% | -11.1% | -7.5% |
| 3M | -12.4% | +1.6% | -14.0% | -12.6% |
| 6M | -18.0% | -1.7% | -16.3% | -18.1% |
| YTD | -10.5% | +8.6% | -19.1% | -11.9% |
| 1Y | -8.1% | +5.8% | -13.9% | -9.2% |
| 3Y | +97.7% | +63.0% | +34.7% | +83.6% |
| 5Y | +103.4% | +74.7% | +28.8% | +91.0% |
| All | +103.4% | +73.9% | +29.5% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling