+643.2%
GEV vs CLS
+605.5%
+37.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.5% | +0.9% |
| 7D | +8.1% | +12.8% | -4.7% | +2.8% |
| 30D | -1.9% | +3.8% | -5.7% | -3.9% |
| 3M | +4.1% | -14.6% | +18.7% | +8.3% |
| 6M | +23.2% | +32.2% | -9.0% | +3.1% |
| YTD | +48.9% | +11.6% | +37.3% | +31.3% |
| 1Y | +62.2% | +35.1% | +27.1% | +26.8% |
| All | +643.2% | +605.5% | +37.7% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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