+627.7%
GEV vs CCL
+38.9%
+588.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.2% |
| 7D | +3.2% | -4.4% | +7.5% | +5.0% |
| 30D | -4.0% | -18.2% | +14.2% | +4.1% |
| 3M | +3.4% | -17.7% | +21.1% | +11.3% |
| 6M | +14.7% | -13.0% | +27.7% | +18.7% |
| YTD | +45.8% | -24.5% | +70.3% | +58.9% |
| 1Y | +57.4% | -26.9% | +84.3% | +72.7% |
| All | +627.7% | +38.9% | +588.8% | +535.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling