+81.6%
GM vs CNP
+66.3%
+15.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +3.4% |
| 7D | -1.1% | -2.2% | +1.1% | -0.3% |
| 30D | -3.4% | -2.1% | -1.4% | -2.8% |
| 3M | +8.7% | -7.9% | +16.6% | +11.7% |
| 6M | +15.4% | -8.3% | +23.7% | +18.5% |
| YTD | +6.6% | +3.8% | +2.8% | +3.8% |
| 1Y | +51.5% | +5.9% | +45.6% | +45.8% |
| 3Y | +169.3% | +49.3% | +120.1% | +114.7% |
| 5Y | +81.6% | +69.3% | +12.3% | +39.2% |
| All | +81.6% | +66.3% | +15.3% | +39.2% |
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 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