+105.2%
CNH vs GAP
+1.5%
+103.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +3.0% | -1.9% | +4.9% | +3.6% |
| 30D | -0.6% | -7.1% | +6.5% | +1.1% |
| 3M | +14.6% | +4.1% | +10.5% | +12.6% |
| 6M | +11.8% | +1.9% | +9.8% | +9.5% |
| YTD | +30.4% | -15.2% | +45.6% | +33.2% |
| 1Y | +19.1% | -10.6% | +29.7% | +19.6% |
| 3Y | +30.2% | +74.6% | -44.4% | +1.0% |
| 5Y | -17.8% | +3.7% | -21.5% | -31.5% |
| All | +105.2% | +1.5% | +103.7% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling