+7.1%
GAP vs CPB
-31.3%
+38.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -4.0% |
| 7D | -3.8% | +8.0% | -11.7% | -4.7% |
| 30D | -9.0% | +22.4% | -31.4% | -11.4% |
| 3M | +5.5% | +2.5% | +2.9% | +4.8% |
| 6M | -11.1% | +12.2% | -23.3% | -12.8% |
| YTD | -13.6% | -12.8% | -0.7% | -12.7% |
| 1Y | -2.9% | -19.2% | +16.3% | -0.8% |
| 3Y | +69.6% | -35.6% | +105.2% | +77.0% |
| All | +7.1% | -31.3% | +38.5% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling