+632.4%
GEV vs CMG
-39.2%
+671.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +1.6% | -2.1% | +3.7% | +2.1% |
| 30D | -7.9% | +10.9% | -18.9% | -10.3% |
| 3M | +5.6% | +15.8% | -10.2% | +1.1% |
| 6M | +13.1% | +6.9% | +6.1% | +9.9% |
| YTD | +46.7% | -2.2% | +48.9% | +45.4% |
| 1Y | +51.3% | -7.1% | +58.4% | +51.1% |
| All | +632.4% | -39.2% | +671.6% | +748.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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