+8.7%
CNH vs GAP
+9.4%
-0.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.5% |
| 7D | +8.8% | +1.7% | +7.1% | +8.4% |
| 30D | +24.7% | +9.3% | +15.3% | +21.7% |
| 3M | +27.3% | +6.1% | +21.2% | +24.9% |
| 6M | +23.2% | -2.3% | +25.4% | +22.5% |
| YTD | +48.9% | -10.6% | +59.5% | +50.6% |
| 1Y | +19.4% | -4.4% | +23.8% | +18.3% |
| 3Y | +7.8% | +118.3% | -110.6% | -17.4% |
| 5Y | +8.7% | +12.2% | -3.5% | -14.3% |
| All | +8.7% | +9.4% | -0.7% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling