+198.8%
GS vs CPNG
-0.3%
+199.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.5% |
| 7D | +5.1% | -6.9% | +12.0% | +6.7% |
| 30D | +2.4% | +1.1% | +1.3% | +2.1% |
| 3M | -11.5% | -6.3% | -5.2% | -10.5% |
| 6M | -2.5% | -3.8% | +1.3% | -2.6% |
| YTD | +5.5% | -35.2% | +40.6% | +13.0% |
| 1Y | +11.0% | -47.0% | +58.0% | +24.3% |
| All | +198.8% | -0.3% | +199.1% | +177.9% |
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