+12.4%
GAP vs CRL
-35.7%
+48.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +1.1% |
| 7D | -4.5% | -1.0% | -3.4% | -4.1% |
| 30D | +9.0% | +10.7% | -1.6% | +5.0% |
| 3M | +5.0% | +55.3% | -50.3% | -11.2% |
| 6M | -17.8% | +60.7% | -78.5% | -32.0% |
| YTD | -10.4% | +44.6% | -55.0% | -23.2% |
| 1Y | -3.4% | +77.7% | -81.1% | -23.8% |
| 3Y | +111.5% | +37.6% | +73.8% | +72.7% |
| All | +12.4% | -35.7% | +48.1% | -6.1% |
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