-53.4%
CPNG vs GTLB
-4.2%
-49.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.1% |
| 7D | -1.1% | -5.7% | +4.6% | -0.4% |
| 30D | -7.4% | +15.1% | -22.5% | -9.0% |
| 3M | -12.3% | +65.5% | -77.8% | -17.6% |
| 6M | -19.4% | +102.9% | -122.3% | -26.5% |
| YTD | -35.9% | +25.2% | -61.1% | -38.6% |
| 1Y | -53.4% | -5.5% | -47.9% | -54.1% |
| All | -53.4% | -4.2% | -49.2% | -54.1% |
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