+43.9%
GEV vs CPB
-33.6%
+77.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.8% |
| 3M | +6.6% | -6.9% | +13.5% | +4.8% |
| 6M | +10.2% | -12.2% | +22.4% | +7.2% |
| YTD | +41.6% | -21.1% | +62.7% | +32.9% |
| 1Y | +43.9% | -33.5% | +77.4% | +30.2% |
| All | +43.9% | -33.6% | +77.5% | +30.2% |
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