+57.7%
GEV vs CP
+19.9%
+37.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.3% | -2.7% | +6.0% | +3.9% |
| 30D | -7.5% | +0.2% | -7.6% | -7.5% |
| 3M | -2.2% | +2.6% | -4.7% | -3.3% |
| 6M | +12.1% | +6.0% | +6.1% | +8.5% |
| YTD | +44.4% | +24.9% | +19.5% | +35.3% |
| 1Y | +57.7% | +20.1% | +37.6% | +43.7% |
| All | +57.7% | +19.9% | +37.7% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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