+4,577.2%
CNC vs GPC
+754.0%
+3,823.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -2.0% |
| 7D | +3.5% | +1.2% | +2.3% | +3.0% |
| 30D | +0.1% | +6.0% | -5.9% | -2.7% |
| 3M | +6.9% | +42.6% | -35.7% | -11.1% |
| 6M | +49.0% | +22.8% | +26.3% | +32.3% |
| YTD | +62.9% | +15.5% | +47.5% | +46.6% |
| 1Y | +134.0% | +2.0% | +131.9% | +123.9% |
| 3Y | +9.4% | -1.4% | +10.8% | +0.6% |
| 5Y | +4.1% | +30.6% | -26.4% | -20.6% |
| 10Y | +95.4% | +80.6% | +14.8% | +15.2% |
| All | +4,577.2% | +754.0% | +3,823.2% | +842.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling