+50.7%
CF vs GAP
-5.7%
+56.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.4% |
| 7D | +4.8% | -0.1% | +4.8% | +4.8% |
| 30D | +9.7% | -5.4% | +15.1% | +9.1% |
| 3M | +1.2% | +2.9% | -1.7% | +1.9% |
| 6M | +7.4% | -4.4% | +11.8% | +8.3% |
| YTD | +60.5% | -11.6% | +72.1% | +58.9% |
| 1Y | +50.7% | -6.0% | +56.8% | +46.9% |
| All | +50.7% | -5.7% | +56.4% | +46.9% |
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