+24.4%
CP vs GTLB
-61.8%
+86.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.6% |
| 7D | +2.8% | -11.1% | +13.9% | +3.5% |
| 30D | +10.2% | -7.5% | +17.7% | +10.7% |
| 3M | +2.4% | +34.8% | -32.4% | +0.1% |
| 6M | +7.7% | +98.0% | -90.3% | +2.2% |
| YTD | +26.0% | +28.1% | -2.1% | +22.9% |
| 1Y | +34.6% | +5.6% | +29.1% | +33.1% |
| 3Y | +26.7% | +15.9% | +10.7% | +21.8% |
| All | +24.4% | -61.8% | +86.2% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling