+185.7%
GS vs CPNG
-49.0%
+234.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +0.9% | -7.4% | +8.4% | +2.2% |
| 30D | -1.6% | -4.4% | +2.9% | -0.9% |
| 3M | -4.5% | -7.5% | +3.0% | -3.7% |
| 6M | +20.9% | -19.9% | +40.8% | +24.2% |
| YTD | +19.9% | -35.2% | +55.1% | +27.2% |
| 1Y | +41.4% | -46.8% | +88.2% | +54.7% |
| 3Y | +239.2% | -20.2% | +259.3% | +241.2% |
| All | +185.7% | -49.0% | +234.7% | +201.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling