+620.7%
GEV vs CHRW
+114.7%
+506.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +3.3% | -1.4% | +4.7% | +3.4% |
| 30D | -7.5% | -3.5% | -4.0% | -7.2% |
| 3M | -2.2% | -19.4% | +17.2% | -0.5% |
| 6M | +12.1% | -21.4% | +33.5% | +14.2% |
| YTD | +44.4% | -7.1% | +51.5% | +43.9% |
| 1Y | +57.7% | +17.8% | +39.8% | +53.7% |
| All | +620.7% | +114.7% | +506.0% | +556.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling