+4,850.5%
CL vs GAP
+2,258.2%
+2,592.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -2.2% | -4.5% | +2.3% | -1.7% |
| 30D | -4.8% | +9.0% | -13.9% | -5.8% |
| 3M | +4.9% | +5.0% | -0.1% | +4.2% |
| 6M | -5.7% | -17.8% | +12.1% | -4.5% |
| YTD | +14.4% | -10.4% | +24.8% | +14.7% |
| 1Y | +8.7% | -3.4% | +12.1% | +8.0% |
| 3Y | +30.0% | +111.5% | -81.5% | +14.4% |
| 5Y | +28.4% | +8.8% | +19.5% | +17.6% |
| 10Y | +50.1% | +32.9% | +17.2% | +22.3% |
| All | +4,850.5% | +2,258.2% | +2,592.2% | +1,641.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling