-48.9%
CPB vs GGLL
+328.7%
-377.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.4% |
| 7D | -8.6% | -4.8% | -3.8% | -8.7% |
| 30D | -7.2% | -13.7% | +6.4% | -7.5% |
| 3M | +0.9% | -21.9% | +22.7% | +0.5% |
| 6M | -11.8% | +11.7% | -23.5% | -11.2% |
| YTD | -19.4% | +2.3% | -21.7% | -19.0% |
| 1Y | -30.4% | +76.2% | -106.6% | -29.3% |
| 3Y | -40.2% | +245.0% | -285.1% | -37.8% |
| All | -48.9% | +328.7% | -377.6% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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