+534.9%
GEV vs CMS
+29.2%
+505.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.6% | +7.3% |
| 7D | -3.8% | -0.9% | -2.9% | -4.1% |
| 30D | -17.4% | +7.1% | -24.5% | -15.4% |
| 3M | -16.2% | -1.3% | -14.9% | -16.5% |
| 6M | -20.2% | -2.7% | -17.5% | -20.9% |
| YTD | +27.2% | +2.6% | +24.6% | +28.9% |
| 1Y | +44.6% | -2.0% | +46.6% | +44.5% |
| All | +534.9% | +29.2% | +505.8% | +581.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling