+24.5%
GLD vs CPNG
-45.9%
+70.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -0.5% | -7.4% | +6.9% | +0.2% |
| 30D | +4.4% | -4.4% | +8.8% | +4.8% |
| 3M | -1.1% | -7.5% | +6.4% | -0.8% |
| 6M | -13.8% | -19.9% | +6.2% | -12.9% |
| YTD | +2.6% | -35.2% | +37.8% | +3.1% |
| 1Y | +24.5% | -46.8% | +71.3% | +25.6% |
| All | +24.5% | -45.9% | +70.4% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling