+514.9%
GEV vs CF
+61.1%
+453.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.7% | +4.8% | -1.0% | +3.8% |
| 30D | -14.7% | +4.7% | -19.4% | -14.6% |
| 3M | -23.4% | +7.4% | -30.8% | -23.5% |
| 6M | -24.3% | +0.6% | -24.9% | -24.3% |
| YTD | +23.2% | +64.1% | -40.9% | +11.2% |
| 1Y | +44.2% | +51.4% | -7.2% | +32.6% |
| All | +514.9% | +61.1% | +453.7% | +419.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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