+173.3%
CFG vs GAP
+67.6%
+105.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.1% |
| 7D | -0.9% | -3.8% | +2.9% | -0.1% |
| 30D | +1.1% | -9.0% | +10.1% | +2.9% |
| 3M | -12.0% | +5.5% | -17.4% | -13.5% |
| 6M | -2.2% | -11.1% | +8.8% | -1.0% |
| YTD | +11.4% | -13.6% | +25.0% | +13.1% |
| 1Y | +27.8% | -2.9% | +30.7% | +26.4% |
| 3Y | +173.3% | +69.6% | +103.7% | +141.1% |
| All | +173.3% | +67.6% | +105.7% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling