+643.2%
GEV vs CPB
-43.8%
+687.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +4.0% |
| 7D | +8.1% | -8.2% | +16.3% | +3.9% |
| 30D | -1.9% | -5.6% | +3.7% | -4.3% |
| 3M | +4.1% | +3.0% | +1.1% | +7.1% |
| 6M | +23.2% | -12.7% | +35.9% | +18.7% |
| YTD | +48.9% | -18.0% | +66.9% | +40.3% |
| 1Y | +62.2% | -31.7% | +93.9% | +41.5% |
| All | +643.2% | -43.8% | +687.0% | +487.9% |
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