-46.9%
CPNG vs GAP
+10.4%
-57.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +8.0% | +3.9% | +10.4% |
| 7D | +20.8% | +8.0% | +12.9% | +19.1% |
| 30D | +20.1% | +2.7% | +17.4% | +19.3% |
| 3M | +1.6% | +16.0% | -14.4% | -1.0% |
| 6M | -15.8% | +2.0% | -17.9% | -17.7% |
| YTD | -27.7% | -4.4% | -23.3% | -28.2% |
| 1Y | -46.9% | +9.2% | -56.1% | -47.8% |
| All | -46.9% | +10.4% | -57.4% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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