+115.8%
CF vs GAP
+7.5%
+108.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | +4.8% | -0.1% | +4.8% | +4.6% |
| 30D | +9.7% | -5.4% | +15.1% | +9.9% |
| 3M | +1.2% | +2.9% | -1.7% | +0.7% |
| 6M | +7.4% | -4.4% | +11.8% | +7.1% |
| YTD | +60.5% | -11.6% | +72.1% | +60.3% |
| 1Y | +50.7% | -6.0% | +56.8% | +49.6% |
| 3Y | +64.8% | +78.0% | -13.2% | +46.9% |
| 5Y | +115.8% | +8.5% | +107.3% | +93.9% |
| All | +115.8% | +7.5% | +108.3% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling