-70.2%
CPNG vs GPN
-55.9%
-14.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.2% |
| 7D | -5.4% | -3.5% | -1.9% | -4.2% |
| 30D | -11.1% | +3.1% | -14.2% | -12.2% |
| 3M | -3.0% | +42.3% | -45.3% | -15.3% |
| 6M | -23.5% | +20.9% | -44.4% | -29.5% |
| YTD | -37.8% | +15.2% | -53.0% | -42.1% |
| 1Y | -54.3% | +5.4% | -59.8% | -56.3% |
| 3Y | -20.8% | -27.4% | +6.6% | -14.6% |
| 5Y | -51.1% | -44.2% | -6.9% | -47.8% |
| All | -70.2% | -55.9% | -14.3% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling