-69.9%
CPNG vs GRMN
+142.4%
-212.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -2.9% |
| 7D | -6.3% | +0.2% | -6.5% | -6.3% |
| 30D | -8.7% | -11.3% | +2.6% | -3.9% |
| 3M | -2.4% | +17.7% | -20.2% | -10.7% |
| 6M | -22.3% | +14.2% | -36.5% | -28.2% |
| YTD | -37.2% | +37.0% | -74.2% | -47.0% |
| 1Y | -53.0% | +17.0% | -70.0% | -57.5% |
| 3Y | -20.0% | +183.2% | -203.2% | -64.2% |
| 5Y | -52.8% | +77.3% | -130.0% | -74.2% |
| All | -69.9% | +142.4% | -212.3% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling