+39.4%
CFG vs GAP
-3.2%
+42.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +2.7% | +1.7% | +1.0% | +2.3% |
| 30D | -3.7% | +9.3% | -13.0% | -6.0% |
| 3M | +9.5% | +6.1% | +3.4% | +7.4% |
| 6M | +22.2% | -2.3% | +24.5% | +21.0% |
| YTD | +22.3% | -10.6% | +32.9% | +24.1% |
| 1Y | +39.4% | -4.4% | +43.9% | +32.1% |
| All | +39.4% | -3.2% | +42.6% | +32.1% |
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