+620.7%
GEV vs CI
-18.0%
+638.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.2% |
| 7D | +3.3% | +1.3% | +2.0% | +3.5% |
| 30D | -7.5% | +4.4% | -11.9% | -6.7% |
| 3M | -2.2% | +0.7% | -2.8% | -1.8% |
| 6M | +12.1% | +0.3% | +11.7% | +12.4% |
| YTD | +44.4% | +3.8% | +40.6% | +45.9% |
| 1Y | +57.7% | -5.5% | +63.2% | +57.5% |
| All | +620.7% | -18.0% | +638.7% | +635.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling