+10,197.9%
CRS vs GAP
+2,258.2%
+7,939.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -0.2% | -4.5% | +4.2% | +1.0% |
| 30D | -16.6% | +9.0% | -25.7% | -19.1% |
| 3M | -3.5% | +5.0% | -8.5% | -5.8% |
| 6M | +15.4% | -17.8% | +33.2% | +19.5% |
| YTD | +51.2% | -10.4% | +61.6% | +51.9% |
| 1Y | +98.3% | -3.4% | +101.7% | +94.4% |
| 3Y | +651.5% | +111.5% | +540.1% | +437.2% |
| 5Y | +1,411.1% | +8.8% | +1,402.3% | +1,127.0% |
| 10Y | +1,424.3% | +32.9% | +1,391.4% | +966.8% |
| All | +10,197.9% | +2,258.2% | +7,939.7% | +5,045.1% |
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 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