+27.2%
CB vs GAP
-4.6%
+31.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.6% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +6.5% | -4.3% | +10.8% | +6.7% |
| 3M | +4.1% | +9.4% | -5.3% | +3.7% |
| 6M | +14.4% | -3.3% | +17.7% | +14.7% |
| YTD | +17.5% | -10.5% | +28.0% | +19.0% |
| All | +27.2% | -4.6% | +31.8% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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