-17.8%
GAP vs CPB
-14.9%
-2.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.6% |
| 7D | -4.5% | -8.6% | +4.1% | -4.2% |
| 30D | +9.0% | -7.2% | +16.3% | +9.3% |
| 3M | +5.0% | +0.9% | +4.1% | +4.5% |
| 6M | -17.8% | -11.8% | -6.0% | -23.5% |
| All | -17.8% | -14.9% | -2.9% | -23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling