-46.9%
CPNG vs GTLB
+6.1%
-53.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | +20.8% | -9.7% | +30.5% | +22.4% |
| 30D | +20.1% | +1.7% | +18.4% | +19.7% |
| 3M | +1.6% | +43.6% | -41.9% | -3.2% |
| 6M | -15.8% | +113.0% | -128.8% | -23.9% |
| YTD | -27.7% | +39.5% | -67.3% | -32.2% |
| 1Y | -46.9% | +12.6% | -59.6% | -49.6% |
| All | -46.9% | +6.1% | -53.0% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling