+514.9%
GEV vs CHRW
+95.5%
+419.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | +3.7% | +7.3% | -3.5% | +3.1% |
| 30D | -14.7% | -3.6% | -11.1% | -14.5% |
| 3M | -23.4% | -9.6% | -13.8% | -23.1% |
| 6M | -24.3% | -17.0% | -7.3% | -23.7% |
| YTD | +23.2% | -15.4% | +38.6% | +23.3% |
| 1Y | +44.2% | -10.0% | +54.2% | +43.5% |
| All | +514.9% | +95.5% | +419.3% | +462.8% |
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