-70.0%
CPNG vs GH
+15.8%
-85.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.7% |
| 7D | -7.6% | -0.2% | -7.4% | -7.5% |
| 30D | -8.8% | -2.6% | -6.2% | -8.3% |
| 3M | -7.2% | +25.1% | -32.3% | -13.9% |
| 6M | -21.5% | +78.5% | -100.0% | -35.2% |
| YTD | -37.4% | +59.4% | -96.8% | -46.7% |
| 1Y | -54.3% | +173.9% | -228.2% | -67.7% |
| 3Y | -20.3% | +382.7% | -403.0% | -58.7% |
| 5Y | -51.2% | +24.4% | -75.6% | -62.5% |
| All | -70.0% | +15.8% | -85.8% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling