-50.5%
CPNG vs GME
-56.3%
+5.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.7% | +2.6% |
| 7D | -1.1% | +10.4% | -11.5% | -2.2% |
| 30D | -7.4% | +14.1% | -21.4% | -8.8% |
| 3M | -12.3% | -4.6% | -7.7% | -12.0% |
| 6M | -19.4% | -13.5% | -5.9% | -18.4% |
| YTD | -35.9% | +5.3% | -41.2% | -36.6% |
| 1Y | -53.4% | -14.9% | -38.5% | -52.9% |
| 3Y | -20.0% | +24.3% | -44.3% | -39.8% |
| All | -50.5% | -56.3% | +5.9% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling