+216.7%
CTVA vs GAP
+29.8%
+186.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.2% |
| 7D | -4.5% | -4.1% | -0.4% | -3.8% |
| 30D | +11.3% | +6.2% | +5.1% | +9.9% |
| 3M | +12.3% | -0.7% | +13.0% | +11.9% |
| 6M | +7.2% | -7.1% | +14.3% | +7.4% |
| YTD | +26.0% | -14.1% | +40.1% | +27.5% |
| 1Y | +16.0% | -8.5% | +24.5% | +15.4% |
| 3Y | +73.9% | +115.4% | -41.5% | +35.1% |
| 5Y | +103.8% | +9.8% | +94.0% | +74.3% |
| All | +216.7% | +29.8% | +186.9% | +156.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling