+816.6%
GLD vs CNP
+714.6%
+101.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.8% |
| 7D | -0.5% | +1.1% | -1.6% | -0.6% |
| 30D | +4.4% | -1.8% | +6.2% | +4.5% |
| 3M | -1.1% | -4.6% | +3.5% | -0.9% |
| 6M | -13.8% | -8.8% | -4.9% | -13.4% |
| YTD | +2.6% | +5.2% | -2.6% | +2.2% |
| 1Y | +24.5% | +8.3% | +16.2% | +23.8% |
| 3Y | +125.8% | +54.9% | +71.0% | +120.1% |
| 5Y | +137.8% | +73.5% | +64.3% | +130.3% |
| 10Y | +221.4% | +139.1% | +82.3% | +202.9% |
| All | +816.6% | +714.6% | +101.9% | +731.4% |
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