+606.9%
GEV vs CARR
+1.1%
+605.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -1.6% |
| 7D | -1.9% | -4.1% | +2.2% | +0.5% |
| 30D | -8.7% | -11.0% | +2.3% | -2.5% |
| 3M | +6.6% | -16.4% | +23.0% | +17.9% |
| 6M | +10.2% | -2.4% | +12.6% | +10.0% |
| YTD | +41.6% | +8.4% | +33.2% | +31.5% |
| 1Y | +43.9% | -8.0% | +51.9% | +47.9% |
| All | +606.9% | +1.1% | +605.8% | +544.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling