-69.3%
CPNG vs GRMN
+149.5%
-218.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.2% | +1.2% |
| 7D | -1.1% | +2.4% | -3.5% | -2.2% |
| 30D | -7.4% | -8.5% | +1.1% | -3.7% |
| 3M | -12.3% | +19.5% | -31.8% | -20.4% |
| 6M | -19.4% | +21.2% | -40.6% | -27.6% |
| YTD | -35.9% | +41.0% | -77.0% | -46.6% |
| 1Y | -53.4% | +19.6% | -73.0% | -58.3% |
| 3Y | -20.0% | +183.8% | -203.8% | -63.7% |
| 5Y | -49.6% | +83.0% | -132.6% | -72.9% |
| All | -69.3% | +149.5% | -218.8% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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