+47.0%
GEV vs CLF
+19.0%
+28.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +6.2% | +16.0% | -9.7% | +2.8% |
| 30D | -18.4% | +1.6% | -20.1% | -18.6% |
| 3M | -21.2% | +6.7% | -27.9% | -22.3% |
| 6M | -23.6% | +21.1% | -44.7% | -26.7% |
| YTD | +25.5% | -1.6% | +27.1% | +17.6% |
| All | +47.0% | +19.0% | +28.0% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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