+44.2%
GEV vs CPB
-22.0%
+66.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.0% | -0.1% |
| 7D | +3.7% | -1.6% | +5.3% | +2.9% |
| 30D | -14.7% | +19.2% | -33.9% | -5.2% |
| 3M | -23.4% | -0.9% | -22.5% | -22.0% |
| 6M | -24.3% | +15.2% | -39.6% | -15.7% |
| YTD | +23.2% | -13.1% | +36.3% | +22.5% |
| 1Y | +44.2% | -22.4% | +66.7% | +29.4% |
| All | +44.2% | -22.0% | +66.2% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling