+627.7%
GEV vs CNC
-17.9%
+645.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.1% |
| 7D | +3.2% | -4.9% | +8.0% | +3.0% |
| 30D | -4.0% | -3.8% | -0.2% | -4.1% |
| 3M | +3.4% | -3.2% | +6.7% | +3.4% |
| 6M | +14.7% | +47.9% | -33.2% | +15.2% |
| YTD | +45.8% | +55.7% | -9.9% | +46.3% |
| 1Y | +57.4% | +106.2% | -48.9% | +57.8% |
| All | +627.7% | -17.9% | +645.6% | +617.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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