-69.3%
CPNG vs GDDY
+30.2%
-99.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.4% |
| 7D | -1.1% | -3.2% | +2.1% | 0.0% |
| 30D | -7.4% | +6.8% | -14.2% | -10.3% |
| 3M | -12.3% | +30.5% | -42.8% | -24.9% |
| 6M | -19.4% | +13.3% | -32.8% | -27.4% |
| YTD | -35.9% | -21.0% | -14.9% | -30.8% |
| 1Y | -53.4% | -34.0% | -19.4% | -44.7% |
| 3Y | -20.0% | +33.1% | -53.1% | -47.6% |
| 5Y | -49.6% | +30.3% | -79.9% | -65.5% |
| All | -69.3% | +30.2% | -99.5% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling