-69.3%
CPNG vs GME
-65.0%
-4.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.7% | +2.7% |
| 7D | -1.1% | +10.4% | -11.5% | -2.1% |
| 30D | -7.4% | +14.1% | -21.4% | -8.6% |
| 3M | -12.3% | -4.6% | -7.7% | -12.1% |
| 6M | -19.4% | -13.5% | -5.9% | -18.6% |
| YTD | -35.9% | +5.3% | -41.2% | -36.5% |
| 1Y | -53.4% | -14.9% | -38.5% | -52.9% |
| 3Y | -20.0% | +24.3% | -44.3% | -34.9% |
| 5Y | -49.6% | -55.6% | +6.0% | -57.4% |
| All | -69.3% | -65.0% | -4.3% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling