+21.3%
CP vs GME
-13.9%
+35.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -1.1% |
| 7D | +0.6% | +4.8% | -4.3% | +0.7% |
| 30D | -0.5% | +5.9% | -6.3% | -0.4% |
| 3M | +0.1% | -10.7% | +10.8% | +0.2% |
| 6M | +7.8% | -19.8% | +27.6% | +8.5% |
| YTD | +22.9% | -0.9% | +23.8% | +23.3% |
| 1Y | +21.3% | -15.7% | +37.0% | +21.5% |
| All | +21.3% | -13.9% | +35.2% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling