+245.5%
GS vs CPNG
-75.9%
+321.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +0.9% | -7.4% | +8.4% | +2.1% |
| 30D | -1.6% | -4.4% | +2.9% | -1.0% |
| 3M | -4.5% | -7.5% | +3.0% | -3.7% |
| 6M | +20.9% | -19.9% | +40.8% | +23.9% |
| YTD | +19.9% | -35.2% | +55.1% | +26.6% |
| 1Y | +41.4% | -46.8% | +88.2% | +53.6% |
| 3Y | +239.2% | -20.2% | +259.3% | +241.6% |
| 5Y | +185.0% | -48.4% | +233.5% | +181.9% |
| All | +245.5% | -75.9% | +321.5% | +246.1% |
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 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