-69.3%
CPNG vs GPN
-55.9%
-13.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.1% | -4.3% | +3.2% | +0.4% |
| 30D | -7.4% | 0.0% | -7.4% | -7.5% |
| 3M | -12.3% | +35.8% | -48.2% | -22.3% |
| 6M | -19.4% | +22.0% | -41.4% | -26.0% |
| YTD | -35.9% | +15.2% | -51.1% | -40.4% |
| 1Y | -53.4% | +3.5% | -56.9% | -55.1% |
| 3Y | -20.0% | -26.9% | +6.9% | -14.0% |
| 5Y | -49.6% | -44.2% | -5.4% | -46.2% |
| All | -69.3% | -55.9% | -13.4% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling