+620.7%
GEV vs CMS
+26.1%
+594.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +3.3% | +0.4% | +2.9% | +3.4% |
| 30D | -7.5% | -3.6% | -3.9% | -8.6% |
| 3M | -2.2% | -1.9% | -0.3% | -3.3% |
| 6M | +12.1% | -11.0% | +23.1% | +8.3% |
| YTD | +44.4% | +0.2% | +44.2% | +44.9% |
| 1Y | +57.7% | -1.3% | +59.0% | +57.9% |
| All | +620.7% | +26.1% | +594.6% | +667.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling