+643.2%
GEV vs CI
-19.5%
+662.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +2.8% |
| 7D | +8.1% | -2.0% | +10.1% | +7.7% |
| 30D | -1.9% | -1.8% | -0.1% | -2.2% |
| 3M | +4.1% | -4.2% | +8.3% | +3.7% |
| 6M | +23.2% | +2.7% | +20.5% | +23.9% |
| YTD | +48.9% | +1.9% | +47.0% | +49.9% |
| 1Y | +62.2% | -6.3% | +68.4% | +61.9% |
| All | +643.2% | -19.5% | +662.7% | +656.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling