+568.0%
CF vs GAP
+15.9%
+552.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.5% |
| 7D | -3.2% | -3.8% | +0.6% | -2.7% |
| 30D | +4.3% | -9.0% | +13.3% | +5.8% |
| 3M | +2.8% | +5.5% | -2.6% | +0.9% |
| 6M | +0.6% | -11.1% | +11.7% | +1.2% |
| YTD | +56.6% | -13.6% | +70.2% | +56.4% |
| 1Y | +49.6% | -2.9% | +52.5% | +45.5% |
| 3Y | +61.5% | +69.6% | -8.1% | +26.0% |
| 5Y | +124.0% | +5.4% | +118.6% | +85.6% |
| All | +568.0% | +15.9% | +552.1% | +332.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling