+149.7%
GLD vs CPNG
-76.8%
+226.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +0.1% | -7.6% | +7.7% | +0.4% |
| 30D | +0.2% | -8.8% | +9.0% | +0.5% |
| 3M | +3.2% | -7.2% | +10.4% | +3.4% |
| 6M | -14.6% | -21.5% | +6.9% | -14.2% |
| YTD | +1.8% | -37.4% | +39.2% | +2.6% |
| 1Y | +20.7% | -54.3% | +75.1% | +22.4% |
| 3Y | +126.5% | -20.3% | +146.8% | +127.0% |
| 5Y | +140.0% | -51.2% | +191.3% | +137.6% |
| All | +149.7% | -76.8% | +226.5% | +140.9% |
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