+151.8%
GLD vs CPNG
-75.9%
+227.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -0.5% | -7.4% | +6.9% | -0.3% |
| 30D | +4.4% | -4.4% | +8.8% | +4.5% |
| 3M | -1.1% | -7.5% | +6.4% | -1.0% |
| 6M | -13.8% | -19.9% | +6.2% | -13.4% |
| YTD | +2.6% | -35.2% | +37.8% | +3.4% |
| 1Y | +24.5% | -46.8% | +71.3% | +25.8% |
| 3Y | +125.8% | -20.2% | +146.0% | +126.2% |
| 5Y | +137.8% | -48.4% | +186.2% | +135.4% |
| All | +151.8% | -75.9% | +227.8% | +142.7% |
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 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