+518.8%
GEV vs CPB
-41.7%
+560.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +0.8% |
| 7D | -3.0% | -4.1% | +1.1% | -4.9% |
| 30D | -18.9% | +16.9% | -35.8% | -11.5% |
| 3M | -20.1% | -0.6% | -19.5% | -18.8% |
| 6M | -24.6% | +11.4% | -36.0% | -18.1% |
| YTD | +24.0% | -14.8% | +38.8% | +20.8% |
| 1Y | +40.6% | -24.8% | +65.4% | +30.0% |
| All | +518.8% | -41.7% | +560.4% | +406.4% |
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 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