-69.3%
CPNG vs GNRC
-42.5%
-26.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.1% | +2.1% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -7.4% | -15.7% | +8.4% | -2.5% |
| 3M | -12.3% | -27.3% | +15.0% | -4.7% |
| 6M | -19.4% | -12.1% | -7.4% | -18.5% |
| YTD | -35.9% | +37.1% | -73.0% | -45.1% |
| 1Y | -53.4% | -0.5% | -52.9% | -55.9% |
| 3Y | -20.0% | +61.5% | -81.5% | -40.2% |
| 5Y | -49.6% | -58.6% | +9.0% | -42.7% |
| All | -69.3% | -42.5% | -26.8% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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