+606.9%
GEV vs CPB
-46.0%
+652.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -4.8% |
| 7D | -1.9% | -5.4% | +3.5% | -4.4% |
| 30D | -8.7% | -7.8% | -0.9% | -11.9% |
| 3M | +6.6% | -6.9% | +13.5% | +4.6% |
| 6M | +10.2% | -12.2% | +22.4% | +6.4% |
| YTD | +41.6% | -21.1% | +62.7% | +31.1% |
| 1Y | +43.9% | -33.5% | +77.4% | +24.0% |
| All | +606.9% | -46.0% | +652.9% | +449.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling