+620.7%
GEV vs CFG
+121.6%
+499.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +3.3% | +1.5% | +1.8% | +2.4% |
| 30D | -7.5% | -3.8% | -3.6% | -5.3% |
| 3M | -2.2% | +11.5% | -13.7% | -8.7% |
| 6M | +12.1% | +19.2% | -7.1% | +0.6% |
| YTD | +44.4% | +23.7% | +20.7% | +25.5% |
| 1Y | +57.7% | +38.8% | +18.8% | +27.4% |
| All | +620.7% | +121.6% | +499.1% | +344.9% |
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