+43.9%
GEV vs CCL
-27.7%
+71.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.6% |
| 7D | -1.9% | -4.3% | +2.4% | -0.7% |
| 30D | -8.7% | -19.0% | +10.3% | -3.3% |
| 3M | +6.6% | -13.1% | +19.7% | +10.4% |
| 6M | +10.2% | -13.3% | +23.5% | +12.9% |
| YTD | +41.6% | -25.2% | +66.9% | +49.8% |
| 1Y | +43.9% | -27.2% | +71.1% | +47.9% |
| All | +43.9% | -27.7% | +71.6% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling