-40.5%
CPB vs GPC
+93.7%
-134.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.7% |
| 7D | +3.3% | +0.8% | +2.4% | +3.1% |
| 30D | +19.0% | -1.1% | +20.1% | +19.2% |
| 3M | +0.4% | -6.6% | +7.1% | +1.8% |
| 6M | +13.0% | +22.2% | -9.3% | +8.1% |
| YTD | -12.7% | +5.1% | -17.8% | -14.0% |
| 1Y | -20.9% | +2.8% | -23.7% | -21.7% |
| 3Y | -35.4% | +2.4% | -37.8% | -36.9% |
| 5Y | -32.3% | +7.8% | -40.0% | -35.0% |
| 10Y | -40.5% | +87.2% | -127.8% | -49.1% |
| All | -40.5% | +93.7% | -134.3% | -49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling