+2,277.8%
CLS vs GAP
+48.4%
+2,229.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.5% | +4.4% | +6.8% |
| 7D | -10.6% | 0.0% | -10.6% | -10.7% |
| 30D | -38.4% | -4.3% | -34.1% | -37.9% |
| 3M | -29.9% | +9.4% | -39.3% | -32.7% |
| 6M | -40.6% | -3.3% | -37.4% | -41.7% |
| YTD | -24.6% | -10.5% | -14.1% | -24.9% |
| 1Y | -30.8% | -2.4% | -28.4% | -33.2% |
| 3Y | +811.7% | +80.1% | +731.6% | +578.4% |
| 5Y | +1,838.4% | +6.5% | +1,832.0% | +1,465.0% |
| 10Y | +1,751.5% | +14.6% | +1,736.9% | +1,108.5% |
| All | +2,277.8% | +48.4% | +2,229.4% | +810.0% |
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