-69.9%
CPNG vs GME
-68.7%
-1.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -3.0% |
| 7D | -6.3% | +0.4% | -6.7% | -6.3% |
| 30D | -8.7% | -1.4% | -7.3% | -8.6% |
| 3M | -2.4% | -15.1% | +12.7% | -1.0% |
| 6M | -22.3% | -22.5% | +0.1% | -20.7% |
| YTD | -37.2% | -5.9% | -31.3% | -37.1% |
| 1Y | -53.0% | -18.6% | -34.3% | -52.3% |
| 3Y | -20.0% | +6.7% | -26.7% | -33.8% |
| 5Y | -52.8% | -62.0% | +9.2% | -59.7% |
| All | -69.9% | -68.7% | -1.2% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling