+98.7%
GEV vs CAI
-8.1%
+106.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.2% |
| 7D | +8.1% | +0.2% | +7.9% | +8.1% |
| 30D | -1.9% | +9.1% | -11.1% | -2.6% |
| 3M | +4.1% | +53.8% | -49.7% | +0.3% |
| 6M | +23.2% | +33.5% | -10.3% | +19.4% |
| YTD | +48.9% | -8.0% | +56.9% | +46.5% |
| 1Y | +62.2% | -28.7% | +90.9% | +59.5% |
| All | +98.7% | -8.1% | +106.8% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling