+92.2%
CNC vs GPC
+87.0%
+5.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | -3.9% | -1.8% | -2.1% | -3.3% |
| 30D | +0.8% | +0.1% | +0.7% | +0.7% |
| 3M | +0.1% | +37.4% | -37.3% | -11.5% |
| 6M | +79.7% | +25.4% | +54.2% | +63.2% |
| YTD | +58.9% | +12.2% | +46.8% | +48.7% |
| 1Y | +109.1% | -0.3% | +109.5% | +105.2% |
| 3Y | 0.0% | -1.6% | +1.6% | -5.5% |
| 5Y | +9.5% | +31.0% | -21.5% | -12.6% |
| All | +92.2% | +87.0% | +5.2% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GPC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling