-51.1%
CPNG vs GRMN
+73.8%
-124.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.4% | -1.8% | -3.6% | -4.7% |
| 30D | -11.1% | -12.1% | +1.0% | -6.1% |
| 3M | -3.0% | +18.0% | -21.0% | -11.2% |
| 6M | -23.5% | +13.7% | -37.2% | -29.1% |
| YTD | -37.8% | +35.3% | -73.1% | -47.1% |
| 1Y | -54.3% | +17.2% | -71.6% | -58.7% |
| 3Y | -20.8% | +179.6% | -200.4% | -64.3% |
| 5Y | -51.1% | +75.6% | -126.6% | -76.0% |
| All | -51.1% | +73.8% | -124.9% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling