-53.4%
CPNG vs GAP
-7.6%
-45.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.7% |
| 7D | -1.1% | -4.1% | +3.0% | -0.6% |
| 30D | -7.4% | +6.2% | -13.6% | -8.2% |
| 3M | -12.3% | -0.7% | -11.7% | -12.5% |
| 6M | -19.4% | -7.1% | -12.3% | -19.8% |
| YTD | -35.9% | -14.1% | -21.8% | -35.2% |
| 1Y | -53.4% | -8.5% | -44.9% | -53.3% |
| All | -53.4% | -7.6% | -45.8% | -53.3% |
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