+260.5%
CP vs GME
+475.1%
-214.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | +2.1% | +2.9% | -0.8% | +2.1% |
| 30D | +9.3% | -4.8% | +14.1% | +9.4% |
| 3M | +0.5% | +39.2% | -38.7% | 0.0% |
| 6M | +10.4% | +17.1% | -6.7% | +10.1% |
| YTD | +28.7% | +28.7% | 0.0% | +28.1% |
| 1Y | +33.2% | +23.3% | +9.9% | +32.7% |
| 3Y | +38.4% | +112.9% | -74.5% | +35.0% |
| 5Y | +26.2% | -48.8% | +75.0% | +24.0% |
| All | +260.5% | +475.1% | -214.6% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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