+438.8%
GS vs CNP
+146.5%
+292.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +5.9% | +1.3% | +4.6% | +5.3% |
| 30D | +4.3% | +3.8% | +0.5% | +2.6% |
| 3M | -11.7% | +2.4% | -14.0% | -12.7% |
| 6M | -3.2% | -1.2% | -2.0% | -3.5% |
| YTD | +5.8% | +9.3% | -3.5% | +0.6% |
| 1Y | +16.0% | +6.4% | +9.6% | +11.4% |
| 3Y | +199.8% | +66.4% | +133.4% | +132.2% |
| 5Y | +155.5% | +75.7% | +79.8% | +91.2% |
| All | +438.8% | +146.5% | +292.4% | +258.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling