+632.4%
GEV vs CARR
+2.6%
+629.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +2.8% |
| 7D | +1.6% | -3.8% | +5.4% | +3.9% |
| 30D | -7.9% | -8.9% | +1.0% | -2.9% |
| 3M | +5.6% | -17.3% | +22.9% | +17.4% |
| 6M | +13.1% | -1.4% | +14.5% | +12.2% |
| YTD | +46.7% | +10.0% | +36.7% | +35.2% |
| 1Y | +51.3% | -6.4% | +57.6% | +53.9% |
| All | +632.4% | +2.6% | +629.9% | +562.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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