+138.9%
GLD vs CPNG
-53.2%
+192.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.6% |
| 7D | +0.7% | -6.3% | +7.0% | +1.0% |
| 30D | +0.3% | -8.7% | +9.1% | +0.6% |
| 3M | +0.6% | -2.4% | +3.1% | +0.6% |
| 6M | -15.6% | -22.3% | +6.8% | -15.1% |
| YTD | +0.9% | -37.2% | +38.1% | +1.9% |
| 1Y | +19.4% | -53.0% | +72.4% | +21.5% |
| 3Y | +124.5% | -20.0% | +144.5% | +124.9% |
| 5Y | +138.9% | -52.8% | +191.7% | +132.7% |
| All | +138.9% | -53.2% | +192.1% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling