-30.4%
CPB vs GPC
+0.2%
-30.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -8.6% | +0.4% | -9.0% | -8.7% |
| 30D | -7.2% | +5.1% | -12.4% | -8.9% |
| 3M | +0.9% | +41.5% | -40.6% | -10.4% |
| 6M | -11.8% | +21.8% | -33.6% | -17.3% |
| YTD | -19.4% | +14.6% | -34.0% | -23.1% |
| 1Y | -30.4% | +1.3% | -31.6% | -31.2% |
| All | -30.4% | +0.2% | -30.6% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling