+59.5%
GM vs CPNG
-76.9%
+136.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.9% |
| 7D | -1.1% | -5.4% | +4.4% | -0.1% |
| 30D | -3.4% | -11.1% | +7.7% | -1.5% |
| 3M | +8.7% | -3.0% | +11.7% | +8.5% |
| 6M | +15.4% | -23.5% | +38.9% | +19.5% |
| YTD | +6.6% | -37.8% | +44.4% | +14.2% |
| 1Y | +51.5% | -54.3% | +105.8% | +71.4% |
| 3Y | +169.3% | -20.8% | +190.1% | +168.3% |
| 5Y | +81.6% | -51.1% | +132.6% | +73.1% |
| All | +59.5% | -76.9% | +136.4% | +48.3% |
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