+71.8%
CB vs GAP
+67.6%
+4.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.4% | -1.7% |
| 7D | +0.2% | -3.8% | +4.0% | +0.3% |
| 30D | +9.1% | -9.0% | +18.1% | +9.3% |
| 3M | +3.4% | +5.5% | -2.0% | +3.2% |
| 6M | +14.1% | -11.1% | +25.2% | +14.3% |
| YTD | +18.0% | -13.6% | +31.6% | +18.3% |
| 1Y | +30.1% | -2.9% | +33.0% | +30.1% |
| 3Y | +71.8% | +69.6% | +2.2% | +70.7% |
| All | +71.8% | +67.6% | +4.2% | +70.7% |
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