+30.0%
CL vs GAP
+9.0%
+21.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -2.2% | -4.5% | +2.3% | -2.0% |
| 30D | -4.8% | +9.0% | -13.9% | -5.2% |
| 3M | +4.9% | +5.0% | -0.1% | +4.6% |
| 6M | -5.7% | -17.8% | +12.1% | -5.3% |
| YTD | +14.4% | -10.4% | +24.8% | +14.5% |
| 1Y | +8.7% | -3.4% | +12.1% | +8.5% |
| 3Y | +30.0% | +111.5% | -81.5% | +24.2% |
| All | +30.0% | +9.0% | +21.1% | +24.8% |
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