+514.9%
GEV vs CCL
+79.7%
+435.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +3.7% | -1.2% | +4.9% | +4.2% |
| 30D | -14.7% | +13.1% | -27.8% | -19.2% |
| 3M | -23.4% | +3.4% | -26.8% | -25.0% |
| 6M | -24.3% | +18.7% | -43.0% | -30.8% |
| YTD | +23.2% | -2.3% | +25.4% | +20.1% |
| 1Y | +44.2% | +14.2% | +30.0% | +29.5% |
| All | +514.9% | +79.7% | +435.1% | +380.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling