-5.6%
CLX vs GAP
+10.4%
-16.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.0% | -2.3% | +4.0% |
| 7D | +14.2% | +8.0% | +6.2% | +12.4% |
| 30D | +22.7% | +2.7% | +20.0% | +21.9% |
| 3M | -2.8% | +16.0% | -18.8% | -5.9% |
| 6M | +17.7% | +2.0% | +15.7% | +16.3% |
| YTD | +3.3% | -4.4% | +7.8% | +1.7% |
| 1Y | -5.6% | +9.2% | -14.8% | -10.3% |
| All | -5.6% | +10.4% | -16.1% | -10.3% |
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