+492.6%
GEV vs CLF
-47.4%
+540.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -9.8% | -19.6% | +9.8% | -5.7% |
| 30D | -22.3% | -5.0% | -17.3% | -21.5% |
| 3M | -22.6% | -6.3% | -16.3% | -21.8% |
| 6M | -30.7% | +2.8% | -33.5% | -31.9% |
| YTD | +18.7% | -13.7% | +32.4% | +18.5% |
| 1Y | +41.0% | +13.6% | +27.5% | +33.1% |
| All | +492.6% | -47.4% | +540.1% | +450.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling