+165.1%
CEG vs GPN
-27.4%
+192.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -2.9% |
| 7D | +0.3% | -3.5% | +3.8% | +0.7% |
| 30D | +2.9% | +3.1% | -0.2% | +2.5% |
| 3M | +18.2% | +42.3% | -24.1% | +12.7% |
| 6M | -9.5% | +20.9% | -30.4% | -12.1% |
| YTD | -18.7% | +15.2% | -33.9% | -20.5% |
| 1Y | -10.1% | +5.4% | -15.6% | -10.9% |
| All | +165.1% | -27.4% | +192.5% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling