+526.6%
GEV vs CFG
+104.7%
+421.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | +6.2% | +1.6% | +4.6% | +5.4% |
| 30D | -18.4% | +3.3% | -21.7% | -19.9% |
| 3M | -21.2% | -11.5% | -9.7% | -15.9% |
| 6M | -23.6% | +6.2% | -29.8% | -27.1% |
| YTD | +25.5% | +14.3% | +11.3% | +13.6% |
| 1Y | +42.6% | +26.7% | +15.9% | +21.4% |
| All | +526.6% | +104.7% | +421.9% | +302.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling