-70.0%
CPNG vs GIS
-21.4%
-48.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.5% |
| 7D | -7.6% | -8.6% | +1.0% | -8.3% |
| 30D | -8.8% | -0.5% | -8.4% | -8.8% |
| 3M | -7.2% | +11.9% | -19.1% | -5.9% |
| 6M | -21.5% | -11.6% | -9.9% | -22.3% |
| YTD | -37.4% | -16.3% | -21.1% | -38.4% |
| 1Y | -54.3% | -21.8% | -32.6% | -55.3% |
| 3Y | -20.3% | -35.7% | +15.3% | -23.0% |
| 5Y | -51.2% | -22.9% | -28.3% | -46.9% |
| All | -70.0% | -21.4% | -48.7% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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