+37.8%
GEV vs CP
+32.8%
+5.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | -13.2% | +2.8% | -16.0% | -13.5% |
| 30D | -20.6% | +11.0% | -31.7% | -22.1% |
| 3M | -19.5% | +3.8% | -23.4% | -19.8% |
| 6M | -23.3% | +9.5% | -32.8% | -25.5% |
| YTD | +22.2% | +28.2% | -6.0% | +16.1% |
| 1Y | +37.8% | +33.0% | +4.9% | +29.1% |
| All | +37.8% | +32.8% | +5.0% | +29.1% |
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