-19.4%
CPNG vs GDDY
+7.3%
-26.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +3.1% |
| 7D | -1.1% | -3.2% | +2.1% | -1.2% |
| 30D | -7.4% | +6.8% | -14.2% | -6.8% |
| 3M | -12.3% | +30.5% | -42.8% | -12.8% |
| 6M | -19.4% | +13.3% | -32.8% | -18.6% |
| All | -19.4% | +7.3% | -26.7% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 6mo: compounded portfolio wealth divided by compounded GDDY 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…
6mo analysis · Full analysis span regression · 6 months rolling