+36.5%
CP vs GTLB
-50.0%
+86.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.1% |
| 7D | +2.8% | -9.6% | +12.4% | +3.4% |
| 30D | +11.3% | -14.5% | +25.8% | +12.3% |
| 3M | +2.9% | +20.9% | -18.1% | +1.3% |
| 6M | +9.8% | +81.4% | -71.6% | +4.9% |
| YTD | +28.5% | +25.6% | +3.0% | +25.5% |
| 1Y | +33.5% | +3.4% | +30.1% | +32.1% |
| 3Y | +31.9% | +8.9% | +23.0% | +27.5% |
| 5Y | +25.5% | -64.0% | +89.5% | +22.4% |
| All | +36.5% | -50.0% | +86.5% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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