-46.9%
CPNG vs GH
+80.5%
-127.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.7% | +15.6% | +12.6% |
| 7D | +20.8% | -7.7% | +28.5% | +22.5% |
| 30D | +20.1% | -10.0% | +30.0% | +22.1% |
| 3M | +1.6% | +5.5% | -3.9% | -0.6% |
| 6M | -15.8% | +84.9% | -100.8% | -27.6% |
| YTD | -27.7% | +65.0% | -92.8% | -36.5% |
| 1Y | -46.9% | +71.8% | -118.7% | -54.6% |
| All | -46.9% | +80.5% | -127.4% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling