+5,648.9%
CRM vs GAP
+50.9%
+5,598.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -8.1% | -6.3% | -1.8% | -6.7% |
| 30D | +23.1% | -0.2% | +23.3% | +22.7% |
| 3M | +42.5% | 0.0% | +42.5% | +41.8% |
| 6M | +25.3% | -8.1% | +33.4% | +25.4% |
| YTD | -7.8% | -16.5% | +8.7% | -6.2% |
| 1Y | +1.0% | -10.5% | +11.5% | +0.4% |
| 3Y | +10.0% | +104.0% | -94.0% | -19.1% |
| 5Y | -3.9% | +6.8% | -10.6% | -21.2% |
| 10Y | +233.2% | +26.9% | +206.2% | +104.6% |
| All | +5,648.9% | +50.9% | +5,598.0% | +2,302.4% |
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