+34.8%
CNH vs GAP
-17.4%
+52.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.9% | +3.8% |
| 7D | -1.7% | -3.8% | +2.1% | -0.9% |
| 30D | -7.2% | -9.0% | +1.8% | -5.2% |
| 3M | +6.5% | +5.5% | +1.1% | +4.1% |
| 6M | +7.9% | -11.1% | +18.9% | +9.3% |
| YTD | +26.6% | -13.6% | +40.1% | +28.5% |
| 1Y | +13.8% | -2.9% | +16.6% | +11.8% |
| 3Y | +9.2% | +69.6% | -60.4% | -13.8% |
| 5Y | -15.6% | +5.4% | -21.0% | -29.6% |
| 10Y | +119.2% | +17.8% | +101.4% | +51.2% |
| All | +34.8% | -17.4% | +52.2% | -2.7% |
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