0.0%
GPC vs CNI
+19.3%
-19.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | -0.6% | +0.9% | -1.5% | -1.1% |
| 30D | +1.3% | -2.1% | +3.4% | +2.3% |
| 3M | +37.1% | +1.8% | +35.3% | +35.7% |
| 6M | +23.2% | +14.8% | +8.4% | +14.6% |
| YTD | +13.1% | +25.4% | -12.3% | +0.2% |
| 1Y | +0.9% | +32.9% | -32.1% | -13.6% |
| All | 0.0% | +19.3% | -19.3% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling