-20.0%
CPNG vs GAP
+109.5%
-129.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.7% |
| 7D | -1.1% | -4.1% | +3.0% | -0.7% |
| 30D | -7.4% | +6.2% | -13.6% | -8.0% |
| 3M | -12.3% | -0.7% | -11.7% | -12.5% |
| 6M | -19.4% | -7.1% | -12.3% | -19.3% |
| YTD | -35.9% | -14.1% | -21.8% | -35.3% |
| 1Y | -53.4% | -8.5% | -44.9% | -53.4% |
| 3Y | -20.0% | +115.4% | -135.4% | -26.1% |
| All | -20.0% | +109.5% | -129.5% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling