+40.6%
GEV vs CI
+18.5%
+22.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.2% |
| 7D | -3.0% | -1.3% | -1.7% | -3.5% |
| 30D | -18.9% | +6.4% | -25.3% | -16.7% |
| 3M | -20.1% | +10.7% | -30.8% | -17.0% |
| 6M | -24.6% | +5.5% | -30.1% | -22.1% |
| YTD | +24.0% | +11.4% | +12.6% | +29.7% |
| 1Y | +40.6% | +15.0% | +25.6% | +50.6% |
| All | +40.6% | +18.5% | +22.2% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling