+620.7%
GEV vs CF
+71.8%
+548.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.1% |
| 7D | +3.3% | +6.0% | -2.7% | +3.1% |
| 30D | -7.5% | +14.8% | -22.3% | -7.9% |
| 3M | -2.2% | +14.1% | -16.2% | -2.8% |
| 6M | +12.1% | +28.5% | -16.4% | +7.6% |
| YTD | +44.4% | +74.9% | -30.6% | +29.9% |
| 1Y | +57.7% | +61.7% | -4.0% | +44.3% |
| All | +620.7% | +71.8% | +548.9% | +506.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling