+31.1%
GPC vs CNI
+10.3%
+20.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +35.8% |
| 6M | +23.2% | +14.8% | +8.4% | +14.6% |
| YTD | +13.1% | +25.4% | -12.3% | +0.3% |
| 1Y | +0.9% | +32.9% | -32.1% | -13.4% |
| 3Y | -0.8% | +20.2% | -21.0% | -11.3% |
| 5Y | +31.1% | +12.2% | +19.0% | +21.1% |
| All | +31.1% | +10.3% | +20.8% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling