+19.7%
GS vs CNP
+8.7%
+10.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.5% | +7.1% | +2.6% |
| 7D | +0.3% | -1.3% | +1.6% | -0.1% |
| 30D | +3.9% | +8.7% | -4.8% | +6.3% |
| 3M | -11.4% | -0.7% | -10.7% | -12.1% |
| 6M | +3.7% | -4.2% | +7.9% | +2.0% |
| YTD | +7.1% | +8.9% | -1.7% | +10.2% |
| 1Y | +19.7% | +8.3% | +11.3% | +23.9% |
| All | +19.7% | +8.7% | +10.9% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling