+52.4%
GEV vs CRL
+85.3%
-33.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.3% | -2.0% | -8.2% |
| 7D | -5.1% | -12.8% | +7.6% | -3.3% |
| 30D | -15.8% | +5.0% | -20.8% | -15.9% |
| 3M | -18.2% | +39.4% | -57.6% | -20.4% |
| 6M | -22.4% | +89.4% | -111.7% | -26.5% |
| YTD | +27.7% | +63.6% | -35.8% | +18.4% |
| 1Y | +52.4% | +83.5% | -31.1% | +40.7% |
| All | +52.4% | +85.3% | -33.0% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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