-22.4%
CPNG vs GH
+367.9%
-390.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | -5.4% | -1.2% | -4.2% | -5.3% |
| 30D | -11.1% | -3.7% | -7.4% | -10.7% |
| 3M | -3.0% | +21.7% | -24.7% | -5.8% |
| 6M | -23.5% | +75.7% | -99.3% | -29.4% |
| YTD | -37.8% | +55.7% | -93.5% | -41.7% |
| 1Y | -54.3% | +181.1% | -235.4% | -60.3% |
| All | -22.4% | +367.9% | -390.3% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling