+244.8%
GS vs CPNG
-76.7%
+321.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.3% |
| 7D | +3.4% | -6.3% | +9.7% | +4.4% |
| 30D | +0.2% | -8.7% | +8.9% | +1.5% |
| 3M | -0.3% | -2.4% | +2.1% | -0.4% |
| 6M | +27.4% | -22.3% | +49.7% | +31.2% |
| YTD | +19.6% | -37.2% | +56.9% | +26.9% |
| 1Y | +42.5% | -53.0% | +95.5% | +57.7% |
| 3Y | +240.4% | -20.0% | +260.5% | +243.0% |
| 5Y | +188.9% | -52.8% | +241.7% | +187.8% |
| All | +244.8% | -76.7% | +321.5% | +247.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling