-50.5%
CPNG vs GFI
+524.1%
-574.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.3% | +3.2% |
| 7D | -1.1% | -4.9% | +3.7% | -0.5% |
| 30D | -7.4% | +10.7% | -18.1% | -8.6% |
| 3M | -12.3% | +25.6% | -38.0% | -15.2% |
| 6M | -19.4% | -8.3% | -11.2% | -19.5% |
| YTD | -35.9% | +6.3% | -42.2% | -37.4% |
| 1Y | -53.4% | +22.1% | -75.5% | -55.6% |
| 3Y | -20.0% | +289.2% | -309.2% | -37.8% |
| All | -50.5% | +524.1% | -574.5% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling