+262.2%
CP vs GAP
+2.4%
+259.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | +0.9% | -5.2% | +6.1% | +1.8% |
| 30D | +10.3% | -6.9% | +17.3% | +11.5% |
| 3M | +2.3% | +5.7% | -3.4% | +0.9% |
| 6M | +10.7% | +0.9% | +9.8% | +9.4% |
| YTD | +29.3% | -14.5% | +43.8% | +30.8% |
| 1Y | +31.5% | -12.1% | +43.6% | +32.1% |
| 3Y | +36.7% | +72.2% | -35.4% | +16.3% |
| 5Y | +26.8% | +4.5% | +22.2% | +12.2% |
| All | +262.2% | +2.4% | +259.8% | +169.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling