+620.7%
GEV vs CB
+36.0%
+584.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.4% |
| 7D | +3.3% | +0.5% | +2.8% | +3.4% |
| 30D | -7.5% | -3.1% | -4.4% | -8.1% |
| 3M | -2.2% | +9.0% | -11.1% | -0.5% |
| 6M | +12.1% | +2.9% | +9.2% | +13.2% |
| YTD | +44.4% | +10.1% | +34.3% | +47.5% |
| 1Y | +57.7% | +22.8% | +34.9% | +62.4% |
| All | +620.7% | +36.0% | +584.8% | +654.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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