-31.9%
CEG vs GAP
+10.4%
-42.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.0% | -14.7% | -7.4% |
| 7D | -4.8% | +8.0% | -12.7% | -5.4% |
| 30D | -8.2% | +2.7% | -10.9% | -8.4% |
| 3M | -7.9% | +16.0% | -23.9% | -9.3% |
| 6M | -23.2% | +2.0% | -25.2% | -24.3% |
| YTD | -30.1% | -4.4% | -25.7% | -31.1% |
| 1Y | -31.9% | +9.2% | -41.1% | -33.0% |
| All | -31.9% | +10.4% | -42.3% | -33.0% |
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