+620.7%
GEV vs CPB
-44.8%
+665.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | -1.6% |
| 7D | +3.3% | -8.6% | +11.9% | -0.9% |
| 30D | -7.5% | -7.2% | -0.2% | -10.4% |
| 3M | -2.2% | +0.9% | -3.1% | -0.2% |
| 6M | +12.1% | -11.8% | +23.9% | +8.5% |
| YTD | +44.4% | -19.4% | +63.8% | +34.9% |
| 1Y | +57.7% | -30.4% | +88.0% | +39.0% |
| All | +620.7% | -44.8% | +665.5% | +465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling