+518.8%
GEV vs CLF
-39.7%
+558.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.0% |
| 7D | -3.0% | +2.3% | -5.3% | -3.5% |
| 30D | -18.9% | +1.9% | -20.8% | -19.3% |
| 3M | -20.1% | +5.9% | -26.0% | -21.3% |
| 6M | -24.6% | +16.9% | -41.5% | -27.9% |
| YTD | +24.0% | -1.1% | +25.0% | +20.3% |
| 1Y | +40.6% | +28.8% | +11.8% | +29.3% |
| All | +518.8% | -39.7% | +558.5% | +458.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling