+176.4%
CNC vs GPC
+74.9%
+101.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +1.6% | -6.3% | +7.9% | +3.7% |
| 3M | +7.9% | -8.2% | +16.1% | +10.9% |
| 6M | +21.2% | +27.1% | -5.9% | +9.5% |
| YTD | +73.2% | +3.1% | +70.1% | +66.4% |
| 1Y | +97.5% | +0.1% | +97.4% | +92.0% |
| 3Y | -1.2% | +0.2% | -1.4% | -8.2% |
| 5Y | -6.1% | +4.9% | -10.9% | -17.4% |
| All | +176.4% | +74.9% | +101.5% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling