+170.5%
GM vs CPNG
-19.3%
+189.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.6% | -1.0% |
| 7D | -2.4% | -1.1% | -1.3% | -2.3% |
| 30D | -1.1% | -7.4% | +6.2% | 0.0% |
| 3M | +6.1% | -12.3% | +18.5% | +7.8% |
| 6M | +15.0% | -19.4% | +34.4% | +17.3% |
| YTD | +6.0% | -35.9% | +41.9% | +12.2% |
| 1Y | +47.1% | -53.4% | +100.5% | +65.1% |
| 3Y | +170.5% | -20.0% | +190.5% | +156.7% |
| All | +170.5% | -19.3% | +189.8% | +156.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling