+3.7%
GAP vs CLBK
+67.9%
-64.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.5% | +1.2% | -5.7% | -5.2% |
| 30D | +9.0% | +9.1% | -0.1% | +2.3% |
| 3M | +5.0% | +27.7% | -22.7% | -11.9% |
| 6M | -17.8% | +40.8% | -58.6% | -35.6% |
| YTD | -10.4% | +66.4% | -76.8% | -37.6% |
| 1Y | -3.4% | +72.4% | -75.8% | -34.8% |
| 3Y | +111.5% | +50.7% | +60.8% | +49.6% |
| 5Y | +8.8% | +42.9% | -34.1% | -29.6% |
| All | +3.7% | +67.9% | -64.2% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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