+105.9%
CTVA vs GAP
+5.2%
+100.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.2% | -0.8% |
| 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% | +28.4% |
| 1Y | +18.0% | -8.6% | +26.6% | +17.7% |
| 3Y | +76.5% | +108.4% | -31.9% | +51.1% |
| All | +105.9% | +5.2% | +100.6% | +86.2% |
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