+514.9%
GEV vs CPB
-40.5%
+555.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.0% | -0.3% |
| 7D | +3.7% | -1.6% | +5.3% | +3.0% |
| 30D | -14.7% | +19.2% | -33.9% | -5.9% |
| 3M | -23.4% | -0.9% | -22.5% | -22.2% |
| 6M | -24.3% | +15.2% | -39.6% | -16.4% |
| YTD | +23.2% | -13.1% | +36.3% | +21.4% |
| 1Y | +44.2% | -22.4% | +66.7% | +35.4% |
| All | +514.9% | -40.5% | +555.3% | +408.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling