+37.8%
GEV vs CMS
-0.8%
+38.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -3.8% |
| 7D | -13.2% | +0.5% | -13.7% | -13.0% |
| 30D | -20.6% | +7.4% | -28.0% | -18.9% |
| 3M | -19.5% | +1.9% | -21.4% | -19.0% |
| 6M | -23.3% | -2.3% | -21.0% | -24.8% |
| YTD | +22.2% | +3.0% | +19.3% | +23.2% |
| 1Y | +37.8% | -2.8% | +40.6% | +37.8% |
| All | +37.8% | -0.8% | +38.6% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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