+19.7%
GS vs CPNG
-45.7%
+65.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.0% | -8.4% | +1.3% |
| 7D | +0.3% | +20.8% | -20.5% | -3.2% |
| 30D | +3.9% | +20.1% | -16.2% | +0.3% |
| 3M | -11.4% | +1.6% | -13.0% | -12.0% |
| 6M | +3.7% | -15.8% | +19.5% | +5.1% |
| YTD | +7.1% | -27.7% | +34.8% | +10.6% |
| 1Y | +19.7% | -46.9% | +66.6% | +39.3% |
| All | +19.7% | -45.7% | +65.4% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling