+12.2%
GAP vs CPB
-38.5%
+50.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | +1.7% | -8.2% | +10.0% | +2.9% |
| 30D | +9.3% | -5.6% | +14.9% | +10.1% |
| 3M | +6.1% | +3.0% | +3.1% | +5.3% |
| 6M | -2.3% | -12.7% | +10.4% | -0.9% |
| YTD | -10.6% | -18.0% | +7.4% | -8.6% |
| 1Y | -4.4% | -31.7% | +27.3% | +0.7% |
| 3Y | +118.3% | -41.0% | +159.3% | +132.3% |
| 5Y | +12.2% | -38.4% | +50.6% | +11.4% |
| All | +12.2% | -38.5% | +50.7% | +11.4% |
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