-16.5%
CRM vs GEV
+735.9%
-752.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.7% |
| 7D | -4.4% | +1.6% | -6.1% | -4.5% |
| 30D | +28.1% | -7.9% | +36.1% | +28.6% |
| 3M | +48.8% | +5.6% | +43.2% | +46.6% |
| 6M | +28.3% | +13.1% | +15.2% | +23.8% |
| YTD | -6.0% | +46.7% | -52.8% | -13.5% |
| 1Y | +1.4% | +51.3% | -49.9% | -7.9% |
| All | -16.5% | +735.9% | -752.4% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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