+135.0%
GLD vs CPNG
-74.1%
+209.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.9% |
| 7D | +4.9% | +11.7% | -6.8% | +4.5% |
| 30D | -1.3% | +3.8% | -5.1% | -1.5% |
| 3M | -4.8% | +1.2% | -5.9% | -4.9% |
| 6M | -12.5% | -3.3% | -9.2% | -12.6% |
| YTD | -4.2% | -30.4% | +26.2% | -3.8% |
| 1Y | +3.0% | -43.1% | +46.2% | +3.9% |
| 3Y | +109.1% | +8.2% | +100.9% | +108.6% |
| 5Y | +121.6% | -44.7% | +166.3% | +118.6% |
| All | +135.0% | -74.1% | +209.1% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling