+643.2%
GEV vs CHRW
+118.3%
+524.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.5% | +3.0% |
| 7D | +8.1% | +1.9% | +6.2% | +7.9% |
| 30D | -1.9% | +0.9% | -2.9% | -2.0% |
| 3M | +4.1% | -19.9% | +23.9% | +6.0% |
| 6M | +23.2% | -15.8% | +39.0% | +24.6% |
| YTD | +48.9% | -5.6% | +54.5% | +48.2% |
| 1Y | +62.2% | +21.0% | +41.2% | +57.7% |
| All | +643.2% | +118.3% | +524.9% | +576.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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