+1,075.2%
GPC vs CNI
+6,541.6%
-5,466.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.0% |
| 7D | +1.2% | -2.1% | +3.3% | +2.1% |
| 30D | +6.0% | -3.3% | +9.2% | +7.4% |
| 3M | +42.6% | +3.8% | +38.8% | +40.4% |
| 6M | +22.8% | +12.7% | +10.1% | +16.6% |
| YTD | +15.5% | +26.3% | -10.8% | +4.4% |
| 1Y | +2.0% | +29.9% | -27.8% | -9.0% |
| 3Y | -1.4% | +15.9% | -17.4% | -8.4% |
| 5Y | +30.6% | +6.9% | +23.6% | +24.3% |
| 10Y | +80.6% | +126.8% | -46.2% | +27.8% |
| All | +1,075.2% | +6,541.6% | -5,466.4% | +240.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling