+620.7%
GEV vs CLF
-42.7%
+663.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.3% |
| 7D | +3.3% | +7.6% | -4.3% | +1.8% |
| 30D | -7.5% | -1.2% | -6.3% | -7.3% |
| 3M | -2.2% | -13.4% | +11.2% | -0.2% |
| 6M | +12.1% | +15.4% | -3.3% | +7.3% |
| YTD | +44.4% | -5.9% | +50.3% | +42.0% |
| 1Y | +57.7% | +18.8% | +38.8% | +45.0% |
| All | +620.7% | -42.7% | +663.4% | +559.5% |
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 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