-20.0%
CPNG vs GPN
-27.6%
+7.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | -1.1% | -4.6% | +3.5% | -0.1% |
| 30D | -7.4% | -0.3% | -7.1% | -7.3% |
| 3M | -12.3% | +35.4% | -47.8% | -18.9% |
| 6M | -19.4% | +21.7% | -41.1% | -23.8% |
| YTD | -35.9% | +14.9% | -50.8% | -38.9% |
| 1Y | -53.4% | +3.2% | -56.6% | -54.6% |
| 3Y | -20.0% | -27.1% | +7.1% | -12.0% |
| All | -20.0% | -27.6% | +7.6% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling