+68.0%
CNH vs GAP
-14.4%
+82.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.6% | +3.9% |
| 7D | +23.3% | -4.5% | +27.8% | +24.6% |
| 30D | +33.5% | +9.0% | +24.4% | +29.9% |
| 3M | +32.7% | +5.0% | +27.7% | +30.2% |
| 6M | +22.2% | -17.8% | +40.0% | +26.5% |
| YTD | +57.7% | -10.4% | +68.1% | +59.4% |
| 1Y | +28.0% | -3.4% | +31.4% | +26.1% |
| 3Y | +11.5% | +111.5% | -99.9% | -17.0% |
| 5Y | +11.9% | +8.8% | +3.0% | -7.2% |
| 10Y | +162.8% | +32.9% | +129.9% | +77.6% |
| All | +68.0% | -14.4% | +82.3% | +20.7% |
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