-22.4%
CPNG vs GEHC
-1.1%
-21.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -5.4% | -7.9% | +2.4% | -3.1% |
| 30D | -11.1% | -11.7% | +0.6% | -7.7% |
| 3M | -3.0% | +0.8% | -3.8% | -3.9% |
| 6M | -23.5% | -11.6% | -11.9% | -21.1% |
| YTD | -37.8% | -21.6% | -16.2% | -33.5% |
| 1Y | -54.3% | -15.3% | -39.0% | -52.8% |
| All | -22.4% | -1.1% | -21.2% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling