+7.7%
CP vs GAP
-9.9%
+17.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.5% | -1.3% |
| 7D | +2.8% | -3.8% | +6.5% | +3.1% |
| 30D | +10.2% | -9.0% | +19.2% | +11.0% |
| 3M | +2.4% | +5.5% | -3.1% | +1.9% |
| 6M | +7.7% | -11.1% | +18.7% | +9.1% |
| All | +7.7% | -9.9% | +17.6% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling