+37.8%
GEV vs CL
+28.1%
+9.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.0% | -3.8% |
| 7D | -13.2% | +2.6% | -15.8% | -11.7% |
| 30D | -20.6% | +11.8% | -32.4% | -15.0% |
| 3M | -19.5% | +5.9% | -25.4% | -15.8% |
| 6M | -23.3% | +13.3% | -36.6% | -17.5% |
| YTD | +22.2% | +27.1% | -4.9% | +46.4% |
| 1Y | +37.8% | +28.0% | +9.8% | +65.0% |
| All | +37.8% | +28.1% | +9.7% | +65.0% |
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