-22.4%
CPNG vs GME
+14.2%
-36.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.7% |
| 7D | -5.4% | +6.0% | -11.4% | -5.6% |
| 30D | -11.1% | +8.3% | -19.4% | -11.3% |
| 3M | -3.0% | -9.1% | +6.1% | -2.7% |
| 6M | -23.5% | -16.3% | -7.2% | -23.2% |
| YTD | -37.8% | +1.5% | -39.4% | -37.9% |
| 1Y | -54.3% | -16.3% | -38.0% | -54.2% |
| All | -22.4% | +14.2% | -36.6% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling