+643.2%
GEV vs CLF
-43.6%
+686.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.4% |
| 7D | +8.1% | +6.5% | +1.6% | +6.8% |
| 30D | -1.9% | +0.2% | -2.2% | -2.1% |
| 3M | +4.1% | -3.1% | +7.1% | +4.0% |
| 6M | +23.2% | +25.0% | -1.8% | +16.2% |
| YTD | +48.9% | -7.5% | +56.3% | +46.8% |
| 1Y | +62.2% | +11.5% | +50.7% | +51.4% |
| All | +643.2% | -43.6% | +686.8% | +582.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling