+606.9%
GEV vs CPNG
-17.3%
+624.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.7% |
| 7D | -1.9% | -5.4% | +3.5% | -0.2% |
| 30D | -8.7% | -11.1% | +2.4% | -5.5% |
| 3M | +6.6% | -3.0% | +9.6% | +6.2% |
| 6M | +10.2% | -23.5% | +33.7% | +17.3% |
| YTD | +41.6% | -37.8% | +79.4% | +63.1% |
| 1Y | +43.9% | -54.3% | +98.2% | +89.3% |
| All | +606.9% | -17.3% | +624.2% | +645.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling