-45.0%
CPB vs GPC
+79.8%
-124.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +2.4% |
| 7D | -8.2% | +0.2% | -8.4% | -8.3% |
| 30D | -5.6% | -0.4% | -5.2% | -5.6% |
| 3M | +3.0% | +39.2% | -36.2% | -4.1% |
| 6M | -12.7% | +18.2% | -30.9% | -16.0% |
| YTD | -18.0% | +12.1% | -30.1% | -20.3% |
| 1Y | -31.7% | -0.7% | -31.1% | -32.1% |
| 3Y | -41.0% | -1.7% | -39.3% | -42.1% |
| 5Y | -38.4% | +29.3% | -67.7% | -42.9% |
| 10Y | -45.0% | +80.7% | -125.6% | -52.2% |
| All | -45.0% | +79.8% | -124.8% | -52.2% |
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 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