+6.8%
GPC vs CNI
+37.5%
-30.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.7% |
| 7D | +4.1% | +3.7% | +0.4% | +2.3% |
| 30D | +0.1% | +8.1% | -8.0% | -3.4% |
| 3M | -3.9% | +1.9% | -5.8% | -5.0% |
| 6M | +24.4% | +19.2% | +5.2% | +15.4% |
| YTD | +5.7% | +32.7% | -27.0% | -7.1% |
| 1Y | +6.8% | +37.0% | -30.2% | -7.3% |
| All | +6.8% | +37.5% | -30.8% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling