+43.9%
GEV vs CME
+9.1%
+34.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -3.0% |
| 7D | -1.9% | -2.4% | +0.5% | -2.9% |
| 30D | -8.7% | +6.2% | -14.9% | -6.2% |
| 3M | +6.6% | +4.4% | +2.2% | +11.3% |
| 6M | +10.2% | -9.6% | +19.9% | +11.8% |
| YTD | +41.6% | +3.8% | +37.8% | +50.6% |
| 1Y | +43.9% | +9.5% | +34.3% | +57.7% |
| All | +43.9% | +9.1% | +34.8% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling