-46.0%
CPNG vs GPC
+4.3%
-50.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -6.8% | +0.4% | -7.2% | -6.9% |
| 30D | +5.5% | -6.3% | +11.8% | +7.5% |
| 3M | -6.8% | -8.2% | +1.4% | -4.4% |
| 6M | -4.8% | +27.1% | -31.9% | -12.2% |
| YTD | -35.6% | +3.1% | -38.7% | -37.9% |
| 1Y | -46.8% | +0.1% | -46.8% | -48.1% |
| 3Y | -0.8% | +0.2% | -1.0% | -9.4% |
| All | -46.0% | +4.3% | -50.4% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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