+458.9%
GS vs CNP
+142.1%
+316.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | +3.7% | +5.0% | -1.4% | +1.5% |
| 3M | -10.0% | +2.7% | -12.6% | -11.2% |
| 6M | -1.0% | -1.9% | +0.9% | -1.0% |
| YTD | +7.0% | +8.8% | -1.8% | +1.9% |
| 1Y | +16.6% | +5.6% | +11.0% | +12.3% |
| 3Y | +204.4% | +63.2% | +141.2% | +137.8% |
| 5Y | +160.0% | +73.8% | +86.3% | +95.4% |
| 10Y | +458.9% | +144.0% | +314.9% | +267.2% |
| All | +458.9% | +142.1% | +316.8% | +267.2% |
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