+95.8%
GEV vs CAI
-9.9%
+105.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.5% |
| 7D | +1.6% | -2.9% | +4.5% | +1.8% |
| 30D | -7.9% | +9.3% | -17.3% | -8.6% |
| 3M | +5.6% | +35.2% | -29.6% | +3.0% |
| 6M | +13.1% | +30.7% | -17.7% | +9.7% |
| YTD | +46.7% | -9.8% | +56.5% | +44.5% |
| 1Y | +51.3% | -28.9% | +80.1% | +48.9% |
| All | +95.8% | -9.9% | +105.7% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling