+791.9%
CDE vs GAP
+109.5%
+682.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.6% |
| 7D | -3.1% | -4.1% | +1.0% | -2.4% |
| 30D | +9.5% | +6.2% | +3.2% | +7.8% |
| 3M | +25.5% | -0.7% | +26.2% | +25.0% |
| 6M | -7.9% | -7.1% | -0.8% | -7.8% |
| YTD | +15.6% | -14.1% | +29.6% | +17.2% |
| 1Y | +34.0% | -8.5% | +42.5% | +33.8% |
| 3Y | +791.9% | +115.4% | +676.5% | +617.7% |
| All | +791.9% | +109.5% | +682.5% | +617.7% |
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