+514.9%
GEV vs CL
+18.5%
+496.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -0.9% |
| 7D | +3.7% | +3.2% | +0.5% | +5.5% |
| 30D | -14.7% | +8.0% | -22.7% | -10.5% |
| 3M | -23.4% | +7.9% | -31.3% | -19.5% |
| 6M | -24.3% | +14.7% | -39.1% | -17.7% |
| YTD | +23.2% | +29.2% | -6.0% | +42.7% |
| 1Y | +44.2% | +29.5% | +14.7% | +67.6% |
| All | +514.9% | +18.5% | +496.3% | +592.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling