+7.1%
GAP vs CRL
-10.4%
+17.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.8% | -12.0% | -6.8% |
| 7D | -3.8% | -6.1% | +2.3% | -2.2% |
| 30D | -9.0% | +12.4% | -21.4% | -13.7% |
| 3M | +5.5% | +27.1% | -21.7% | -4.6% |
| 6M | -11.1% | +85.7% | -96.8% | -31.0% |
| YTD | -13.6% | +69.2% | -82.8% | -31.2% |
| 1Y | -2.9% | +97.5% | -100.4% | -27.3% |
| 3Y | +69.6% | +86.1% | -16.5% | +21.0% |
| All | +7.1% | -10.4% | +17.5% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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