-7.2%
CPNG vs GEHC
+2.1%
-9.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | -1.1% | -7.2% | +6.0% | +0.9% |
| 30D | -7.4% | -11.6% | +4.2% | -4.2% |
| 3M | -12.3% | -0.8% | -11.5% | -12.7% |
| 6M | -19.4% | -11.9% | -7.5% | -17.2% |
| YTD | -35.9% | -21.9% | -14.0% | -32.0% |
| 1Y | -53.4% | -17.8% | -35.6% | -51.6% |
| 3Y | -20.0% | -3.5% | -16.5% | -20.4% |
| All | -7.2% | +2.1% | -9.3% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling