+53.4%
CL vs GAP
+34.2%
+19.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.4% | +1.7% | -3.1% | -1.4% |
| 30D | -5.2% | +9.3% | -14.5% | -5.7% |
| 3M | +3.3% | +6.1% | -2.8% | +2.9% |
| 6M | -4.4% | -2.3% | -2.1% | -4.5% |
| YTD | +13.9% | -10.6% | +24.5% | +14.1% |
| 1Y | +7.6% | -4.4% | +12.1% | +7.4% |
| 3Y | +29.6% | +118.3% | -88.7% | +21.8% |
| 5Y | +28.1% | +12.2% | +15.9% | +22.8% |
| 10Y | +53.4% | +33.7% | +19.7% | +37.2% |
| All | +53.4% | +34.2% | +19.2% | +37.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling