+3,231.7%
CLS vs GAP
+48.6%
+3,183.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +4.6% | -4.5% | +9.0% | +6.0% |
| 30D | -13.9% | +9.0% | -22.9% | -16.9% |
| 3M | -26.6% | +5.0% | -31.6% | -28.5% |
| 6M | +15.4% | -17.8% | +33.2% | +19.5% |
| YTD | +5.7% | -10.4% | +16.1% | +5.6% |
| 1Y | +41.1% | -3.4% | +44.5% | +37.0% |
| 3Y | +1,228.6% | +111.5% | +1,117.1% | +838.6% |
| 5Y | +3,240.6% | +8.8% | +3,231.8% | +2,582.7% |
| 10Y | +2,760.3% | +32.9% | +2,727.4% | +1,667.4% |
| All | +3,231.7% | +48.6% | +3,183.1% | +1,180.6% |
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