-22.4%
CPNG vs GTLB
-10.3%
-12.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | -5.4% | -4.1% | -1.3% | -4.8% |
| 30D | -11.1% | +12.3% | -23.4% | -12.8% |
| 3M | -3.0% | +65.9% | -68.9% | -10.7% |
| 6M | -23.5% | +104.0% | -127.5% | -32.4% |
| YTD | -37.8% | +26.0% | -63.8% | -40.9% |
| 1Y | -54.3% | -3.5% | -50.8% | -54.9% |
| All | -22.4% | -10.3% | -12.1% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling