+492.6%
GEV vs CL
+14.8%
+477.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | -0.7% |
| 7D | -9.8% | +1.3% | -11.1% | -8.9% |
| 30D | -22.3% | +11.4% | -33.7% | -17.4% |
| 3M | -22.6% | +4.4% | -27.0% | -20.0% |
| 6M | -30.7% | +10.8% | -41.5% | -26.0% |
| YTD | +18.7% | +25.1% | -6.4% | +35.3% |
| 1Y | +41.0% | +28.0% | +13.1% | +62.6% |
| All | +492.6% | +14.8% | +477.8% | +556.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling