+457.0%
GE vs CPNG
-76.1%
+533.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | +2.7% | -6.8% | +9.4% | +3.8% |
| 30D | +8.1% | +5.5% | +2.6% | +7.1% |
| 3M | -7.9% | -6.8% | -1.1% | -7.1% |
| 6M | +12.9% | -4.8% | +17.7% | +13.0% |
| YTD | +8.2% | -35.6% | +43.8% | +14.4% |
| 1Y | +9.7% | -46.8% | +56.4% | +19.4% |
| 3Y | +266.1% | -0.8% | +266.9% | +257.4% |
| 5Y | +407.4% | -42.9% | +450.2% | +391.3% |
| All | +457.0% | -76.1% | +533.1% | +448.0% |
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