-70.0%
CPNG vs GAP
-12.1%
-58.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.2% | +0.6% |
| 7D | -7.6% | -3.2% | -4.4% | -7.0% |
| 30D | -8.8% | -0.7% | -8.1% | -8.9% |
| 3M | -7.2% | -0.5% | -6.8% | -7.5% |
| 6M | -21.5% | -5.0% | -16.5% | -21.6% |
| YTD | -37.4% | -14.7% | -22.8% | -36.4% |
| 1Y | -54.3% | -8.6% | -45.7% | -54.5% |
| 3Y | -20.3% | +108.4% | -128.7% | -41.5% |
| 5Y | -51.2% | +5.8% | -57.0% | -64.4% |
| All | -70.0% | -12.1% | -58.0% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling