-12.1%
GAP vs CPB
-25.8%
+13.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | -5.2% | -5.8% | +0.6% | -4.5% |
| 30D | -6.9% | +16.5% | -23.4% | -8.1% |
| 3M | +5.7% | -1.1% | +6.8% | +5.4% |
| 6M | +0.9% | +11.5% | -10.6% | -0.5% |
| YTD | -14.5% | -15.7% | +1.3% | -15.2% |
| 1Y | -12.1% | -24.7% | +12.6% | -10.9% |
| All | -12.1% | -25.8% | +13.7% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling