+643.2%
GEV vs CFG
+119.1%
+524.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.8% |
| 7D | +8.1% | +2.7% | +5.4% | +6.5% |
| 30D | -1.9% | -3.7% | +1.8% | +0.3% |
| 3M | +4.1% | +9.5% | -5.4% | -1.8% |
| 6M | +23.2% | +22.2% | +1.0% | +8.9% |
| YTD | +48.9% | +22.3% | +26.6% | +30.2% |
| 1Y | +62.2% | +39.4% | +22.7% | +30.6% |
| All | +643.2% | +119.1% | +524.0% | +361.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 3y: compounded portfolio wealth divided by compounded CFG 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…
3y analysis · Full analysis span regression · 6 months rolling