+223.2%
CP vs GME
+237.1%
-13.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | +2.4% | +0.4% | +2.0% | +2.4% |
| 30D | -0.5% | -1.4% | +0.9% | -0.5% |
| 3M | +1.4% | -15.1% | +16.6% | +1.6% |
| 6M | +10.3% | -22.5% | +32.8% | +10.7% |
| YTD | +24.3% | -5.9% | +30.2% | +24.3% |
| 1Y | +20.4% | -18.6% | +39.1% | +20.7% |
| 3Y | +21.8% | +6.7% | +15.1% | +19.9% |
| 5Y | +31.5% | -62.0% | +93.5% | +29.8% |
| 10Y | +223.2% | +239.5% | -16.2% | +154.6% |
| All | +223.2% | +237.1% | -13.9% | +154.6% |
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