+632.4%
GEV vs CMI
+99.0%
+533.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +2.6% |
| 7D | +1.6% | -0.7% | +2.3% | +2.3% |
| 30D | -7.9% | -12.4% | +4.4% | +2.9% |
| 3M | +5.6% | -14.8% | +20.4% | +21.3% |
| 6M | +13.1% | +0.8% | +12.3% | +12.3% |
| YTD | +46.7% | +10.2% | +36.5% | +32.5% |
| 1Y | +51.3% | +37.4% | +13.9% | +13.2% |
| All | +632.4% | +99.0% | +533.5% | +321.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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