+442.5%
GE vs CPNG
-76.2%
+518.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.6% |
| 7D | -4.0% | -1.1% | -2.9% | -3.8% |
| 30D | -11.4% | -7.4% | -4.1% | -10.4% |
| 3M | -2.6% | -12.3% | +9.7% | -0.9% |
| 6M | -0.3% | -19.4% | +19.1% | +2.1% |
| YTD | +5.4% | -35.9% | +41.3% | +11.6% |
| 1Y | +15.5% | -53.4% | +68.9% | +28.6% |
| 3Y | +260.8% | -20.0% | +280.8% | +263.3% |
| 5Y | +421.6% | -49.6% | +471.2% | +407.1% |
| All | +442.5% | -76.2% | +518.7% | +434.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling