-69.0%
CPNG vs GPC
+41.3%
-110.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | -7.4% | +1.2% | -8.6% | -7.8% |
| 30D | -4.4% | +6.0% | -10.4% | -5.9% |
| 3M | -7.5% | +42.6% | -50.1% | -16.8% |
| 6M | -19.9% | +22.8% | -42.7% | -25.2% |
| YTD | -35.2% | +15.5% | -50.6% | -39.2% |
| 1Y | -46.8% | +2.0% | -48.8% | -48.1% |
| 3Y | -20.2% | -1.4% | -18.7% | -23.5% |
| 5Y | -48.4% | +30.6% | -79.0% | -56.0% |
| All | -69.0% | +41.3% | -110.2% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling