+23.9%
CNH vs GAP
-8.8%
+32.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +3.2% |
| 7D | +1.8% | -3.2% | +5.0% | +2.5% |
| 30D | +32.6% | -0.7% | +33.3% | +32.3% |
| 3M | +29.4% | -0.5% | +29.9% | +28.9% |
| 6M | +26.0% | -5.0% | +31.0% | +26.1% |
| YTD | +52.2% | -14.7% | +66.9% | +55.6% |
| 1Y | +23.9% | -8.6% | +32.5% | +23.1% |
| All | +23.9% | -8.8% | +32.6% | +23.1% |
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