+11.8%
CRM vs GAP
+109.5%
-97.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -0.9% | +1.6% |
| 7D | -4.4% | -4.1% | -0.3% | -4.0% |
| 30D | +28.1% | +6.2% | +21.9% | +27.1% |
| 3M | +48.8% | -0.7% | +49.5% | +48.6% |
| 6M | +28.3% | -7.1% | +35.4% | +27.9% |
| YTD | -6.0% | -14.1% | +8.1% | -5.5% |
| 1Y | +1.4% | -8.5% | +9.9% | +0.7% |
| 3Y | +11.8% | +115.4% | -103.5% | +3.9% |
| All | +11.8% | +109.5% | -97.6% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling