-66.9%
CPNG vs GD
+133.7%
-200.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | +13.4% | -5.0% | +18.3% | +15.2% |
| 30D | +10.0% | +8.9% | +1.1% | +6.5% |
| 3M | -0.4% | -8.0% | +7.7% | +2.4% |
| 6M | -8.9% | +2.9% | -11.8% | -10.0% |
| YTD | -30.9% | +7.1% | -38.0% | -32.7% |
| 1Y | -43.8% | +5.9% | -49.8% | -45.1% |
| 3Y | -2.5% | +53.9% | -56.3% | -17.0% |
| 5Y | -45.6% | +95.4% | -141.0% | -52.9% |
| All | -66.9% | +133.7% | -200.6% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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