+534.9%
GEV vs CL
+16.5%
+518.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.4% | +5.7% | +7.9% |
| 7D | -3.8% | +0.5% | -4.3% | -3.3% |
| 30D | -17.4% | +11.6% | -29.0% | -12.1% |
| 3M | -16.2% | +5.6% | -21.8% | -12.9% |
| 6M | -20.2% | +13.2% | -33.3% | -13.9% |
| YTD | +27.2% | +26.9% | +0.3% | +46.0% |
| 1Y | +44.6% | +27.3% | +17.2% | +66.4% |
| All | +534.9% | +16.5% | +518.5% | +608.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling