+1,435.8%
CRS vs GAP
+5.2%
+1,430.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.5% | +1.0% |
| 7D | -0.5% | -3.2% | +2.6% | +0.2% |
| 30D | -18.1% | -0.7% | -17.4% | -18.3% |
| 3M | -12.4% | -0.5% | -12.0% | -13.1% |
| 6M | +15.9% | -5.0% | +20.9% | +15.8% |
| YTD | +45.8% | -14.7% | +60.5% | +48.2% |
| 1Y | +87.8% | -8.6% | +96.4% | +87.0% |
| 3Y | +648.7% | +108.4% | +540.4% | +454.6% |
| All | +1,435.8% | +5.2% | +1,430.6% | +1,100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling