+3,038.3%
CLS vs GAP
+28.3%
+3,010.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +2.3% |
| 7D | +20.1% | -3.2% | +23.3% | +21.1% |
| 30D | +6.0% | -0.7% | +6.7% | +5.5% |
| 3M | -10.3% | -0.5% | -9.8% | -11.1% |
| 6M | +24.5% | -5.0% | +29.5% | +23.7% |
| YTD | +12.9% | -14.7% | +27.5% | +14.3% |
| 1Y | +36.7% | -8.6% | +45.3% | +35.2% |
| 3Y | +1,328.1% | +108.4% | +1,219.7% | +978.3% |
| 5Y | +3,682.3% | +5.8% | +3,676.5% | +3,092.4% |
| 10Y | +3,038.3% | +29.6% | +3,008.6% | +2,060.1% |
| All | +3,038.3% | +28.3% | +3,010.0% | +2,060.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling