-31.7%
CPB vs GPC
-0.1%
-31.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +2.8% |
| 7D | -8.2% | +0.2% | -8.4% | -8.4% |
| 30D | -5.6% | -0.4% | -5.2% | -5.6% |
| 3M | +3.0% | +39.2% | -36.2% | -8.1% |
| 6M | -12.7% | +18.2% | -30.9% | -17.4% |
| YTD | -18.0% | +12.1% | -30.1% | -21.4% |
| 1Y | -31.7% | -0.7% | -31.1% | -31.9% |
| All | -31.7% | -0.1% | -31.6% | -31.9% |
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