+19,506.8%
CMI vs GAP
+2,253.0%
+17,253.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +1.9% | +1.7% | +0.2% | +1.4% |
| 30D | -12.5% | +9.3% | -21.8% | -15.0% |
| 3M | -16.2% | +6.1% | -22.3% | -18.2% |
| 6M | +4.9% | -2.3% | +7.1% | +3.8% |
| YTD | +11.1% | -10.6% | +21.7% | +12.1% |
| 1Y | +43.4% | -4.4% | +47.8% | +41.2% |
| 3Y | +154.1% | +118.3% | +35.8% | +84.7% |
| 5Y | +169.5% | +12.2% | +157.3% | +118.4% |
| 10Y | +503.8% | +33.7% | +470.1% | +288.5% |
| All | +19,506.8% | +2,253.0% | +17,253.8% | +6,641.0% |
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