+643.2%
GEV vs CL
+4.5%
+638.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +2.9% |
| 7D | +8.1% | -1.4% | +9.5% | +7.4% |
| 30D | -1.9% | -5.2% | +3.3% | -4.3% |
| 3M | +4.1% | +3.3% | +0.8% | +5.8% |
| 6M | +23.2% | -4.4% | +27.6% | +21.4% |
| YTD | +48.9% | +13.9% | +35.0% | +60.5% |
| 1Y | +62.2% | +7.6% | +54.6% | +70.9% |
| All | +643.2% | +4.5% | +638.6% | +679.0% |
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 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