+627.7%
GEV vs CMG
-39.5%
+667.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.5% |
| 7D | +3.2% | -6.5% | +9.6% | +4.7% |
| 30D | -4.0% | +12.1% | -16.1% | -6.7% |
| 3M | +3.4% | +20.6% | -17.2% | -2.1% |
| 6M | +14.7% | +2.1% | +12.6% | +12.9% |
| YTD | +45.8% | -2.6% | +48.4% | +44.6% |
| 1Y | +57.4% | -8.7% | +66.1% | +58.1% |
| All | +627.7% | -39.5% | +667.1% | +744.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling