+246.5%
GM vs CNP
+337.3%
-90.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +1.9% | +1.1% | +0.8% | +1.4% |
| 30D | -1.4% | -1.8% | +0.5% | -0.6% |
| 3M | +5.9% | -4.6% | +10.5% | +7.9% |
| 6M | +12.4% | -8.8% | +21.2% | +16.8% |
| YTD | +8.6% | +5.2% | +3.4% | +4.8% |
| 1Y | +52.6% | +8.3% | +44.3% | +44.6% |
| 3Y | +169.7% | +54.9% | +114.8% | +107.7% |
| 5Y | +87.5% | +73.5% | +14.0% | +34.9% |
| 10Y | +233.0% | +139.1% | +93.8% | +83.9% |
| All | +246.5% | +337.3% | -90.8% | +34.4% |
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