+75.7%
CTVA vs GAP
+108.0%
-32.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.2% | -0.9% |
| 7D | -5.8% | -3.2% | -2.6% | -5.5% |
| 30D | +11.1% | -0.7% | +11.8% | +11.0% |
| 3M | +13.2% | -0.5% | +13.7% | +13.0% |
| 6M | +8.7% | -5.0% | +13.7% | +8.6% |
| YTD | +27.3% | -14.7% | +42.0% | +28.2% |
| 1Y | +18.0% | -8.6% | +26.6% | +17.8% |
| All | +75.7% | +108.0% | -32.3% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling