+5.6%
CDE vs GAP
+10.4%
-4.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +8.0% | +0.7% | +7.2% |
| 7D | +1.1% | +8.0% | -6.8% | -0.2% |
| 30D | -14.5% | +2.7% | -17.2% | -15.0% |
| 3M | -10.1% | +16.0% | -26.1% | -12.9% |
| 6M | -16.9% | +2.0% | -18.9% | -18.5% |
| YTD | -18.1% | -4.4% | -13.7% | -19.3% |
| 1Y | +5.6% | +9.2% | -3.6% | -0.3% |
| All | +5.6% | +10.4% | -4.8% | -0.3% |
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