+6,646.7%
CB vs GAP
+825.5%
+5,821.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +0.5% | -4.5% | +5.0% | +1.3% |
| 30D | -3.1% | +9.0% | -12.1% | -4.8% |
| 3M | +9.0% | +5.0% | +4.0% | +7.5% |
| 6M | +2.9% | -17.8% | +20.7% | +5.1% |
| YTD | +10.1% | -10.4% | +20.5% | +10.5% |
| 1Y | +22.8% | -3.4% | +26.2% | +20.9% |
| 3Y | +73.8% | +111.5% | -37.7% | +36.4% |
| 5Y | +99.2% | +8.8% | +90.3% | +68.4% |
| 10Y | +218.2% | +32.9% | +185.3% | +125.1% |
| All | +6,646.7% | +825.5% | +5,821.2% | +3,316.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling