-14.9%
CNH vs GAP
+5.0%
-19.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.9% | +3.7% |
| 7D | -1.7% | -3.8% | +2.1% | -1.0% |
| 30D | -7.2% | -9.0% | +1.8% | -5.5% |
| 3M | +6.5% | +5.5% | +1.1% | +4.4% |
| 6M | +7.9% | -11.1% | +18.9% | +9.2% |
| YTD | +26.6% | -13.6% | +40.1% | +28.4% |
| 1Y | +13.8% | -2.9% | +16.6% | +12.1% |
| 3Y | +9.2% | +69.6% | -60.4% | -11.0% |
| All | -14.9% | +5.0% | -19.9% | -34.0% |
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 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