+73.2%
CB vs GAP
+118.2%
-45.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +0.5% | -4.5% | +5.0% | +0.6% |
| 30D | -3.1% | +9.0% | -12.1% | -3.3% |
| 3M | +9.0% | +5.0% | +4.0% | +8.8% |
| 6M | +2.9% | -17.8% | +20.7% | +3.3% |
| YTD | +10.1% | -10.4% | +20.5% | +10.3% |
| 1Y | +22.8% | -3.4% | +26.2% | +22.7% |
| All | +73.2% | +118.2% | -45.0% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling