+52.4%
GEV vs CL
+33.4%
+18.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.3% | -12.6% | -7.3% |
| 7D | -5.1% | +7.7% | -12.9% | -0.7% |
| 30D | -15.8% | +15.2% | -31.1% | -8.7% |
| 3M | -18.2% | +7.3% | -25.5% | -13.9% |
| 6M | -22.4% | +17.0% | -39.4% | -16.1% |
| YTD | +27.7% | +28.0% | -0.2% | +51.4% |
| 1Y | +52.4% | +32.1% | +20.2% | +84.4% |
| All | +52.4% | +33.4% | +18.9% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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