+2,064.0%
GS vs CNP
+509.0%
+1,555.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | +0.9% | +1.1% | -0.2% | +0.7% |
| 30D | -1.6% | -1.8% | +0.3% | -1.2% |
| 3M | -4.5% | -4.6% | +0.2% | -3.6% |
| 6M | +20.9% | -8.8% | +29.7% | +23.3% |
| YTD | +19.9% | +5.2% | +14.7% | +17.6% |
| 1Y | +41.4% | +8.3% | +33.1% | +37.4% |
| 3Y | +239.2% | +54.9% | +184.3% | +197.6% |
| 5Y | +185.0% | +73.5% | +111.5% | +141.9% |
| 10Y | +655.0% | +139.1% | +515.8% | +474.2% |
| All | +2,064.0% | +509.0% | +1,555.0% | +1,359.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling