+82.7%
CRS vs GAP
-7.6%
+90.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.6% |
| 7D | -6.8% | -4.1% | -2.7% | -6.1% |
| 30D | -16.1% | +6.2% | -22.4% | -17.4% |
| 3M | -21.2% | -0.7% | -20.5% | -21.1% |
| 6M | +8.7% | -7.1% | +15.8% | +9.9% |
| YTD | +41.0% | -14.1% | +55.0% | +42.4% |
| 1Y | +82.7% | -8.5% | +91.2% | +67.3% |
| All | +82.7% | -7.6% | +90.3% | +67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling