-50.5%
CPNG vs GFS
-2.1%
-48.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | -7.6% | +4.5% | -12.1% | -8.7% |
| 30D | -8.8% | -8.2% | -0.6% | -6.9% |
| 3M | -7.2% | -38.9% | +31.6% | +4.6% |
| 6M | -21.5% | -2.9% | -18.7% | -24.7% |
| YTD | -37.4% | +31.8% | -69.2% | -46.4% |
| 1Y | -54.3% | +43.1% | -97.5% | -62.2% |
| 3Y | -20.3% | -20.6% | +0.3% | -23.4% |
| All | -50.5% | -2.1% | -48.4% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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