+89.0%
GEV vs CAI
-11.0%
+100.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -1.9% | -5.1% | +3.2% | -1.6% |
| 30D | -8.7% | +3.9% | -12.6% | -9.0% |
| 3M | +6.6% | +40.1% | -33.5% | +3.5% |
| 6M | +10.2% | +29.7% | -19.4% | +7.0% |
| YTD | +41.6% | -10.9% | +52.5% | +39.6% |
| 1Y | +43.9% | -28.0% | +71.9% | +41.7% |
| All | +89.0% | -11.0% | +100.0% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling