-17.9%
CLS vs GAP
-12.4%
-5.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.5% | -5.4% |
| 7D | +16.3% | -1.9% | +18.2% | +16.3% |
| 30D | -25.7% | -7.1% | -18.6% | -25.4% |
| 3M | -30.9% | +4.1% | -35.0% | -30.6% |
| 6M | -35.5% | +1.9% | -37.4% | -36.8% |
| YTD | -18.7% | -15.2% | -3.5% | -18.8% |
| 1Y | -17.9% | -10.6% | -7.3% | -17.8% |
| All | -17.9% | -12.4% | -5.5% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling