+220.7%
CF vs GAP
+9.0%
+211.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | +6.0% | -4.5% | +10.5% | +6.4% |
| 30D | +14.8% | +9.0% | +5.8% | +13.9% |
| 3M | +14.1% | +5.0% | +9.1% | +13.4% |
| 6M | +28.5% | -17.8% | +46.3% | +29.8% |
| YTD | +74.9% | -10.4% | +85.3% | +74.9% |
| 1Y | +61.7% | -3.4% | +65.1% | +60.1% |
| 3Y | +80.3% | +111.5% | -31.2% | +54.5% |
| All | +220.7% | +9.0% | +211.8% | +203.9% |
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