-1.1%
GAP vs CPB
-38.9%
+37.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.2% |
| 7D | -1.9% | -1.6% | -0.4% | -1.7% |
| 30D | -7.1% | +19.2% | -26.3% | -9.0% |
| 3M | +4.1% | -0.9% | +5.0% | +4.0% |
| 6M | +1.9% | +15.2% | -13.3% | -0.2% |
| YTD | -15.2% | -13.1% | -2.1% | -14.3% |
| 1Y | -10.6% | -22.4% | +11.8% | -8.4% |
| 3Y | +74.6% | -35.3% | +109.9% | +81.6% |
| 5Y | +3.7% | -33.0% | +36.6% | +6.8% |
| All | -1.1% | -38.9% | +37.8% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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