+188.1%
GS vs CPNG
-74.3%
+262.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -3.2% | +13.4% | -16.6% | -5.1% |
| 30D | -2.4% | +10.0% | -12.4% | -4.0% |
| 3M | -15.7% | -0.4% | -15.4% | -15.9% |
| 6M | -6.8% | -8.9% | +2.2% | -6.1% |
| YTD | -0.1% | -30.9% | +30.9% | +4.3% |
| 1Y | +12.1% | -43.8% | +55.9% | +20.6% |
| 3Y | +185.8% | -2.5% | +188.2% | +179.6% |
| 5Y | +140.1% | -45.6% | +185.7% | +135.4% |
| All | +188.1% | -74.3% | +262.4% | +185.3% |
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