+514.9%
GEV vs CRL
+25.7%
+489.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.7% |
| 7D | +3.7% | +0.1% | +3.6% | +3.8% |
| 30D | -14.7% | +11.9% | -26.6% | -16.1% |
| 3M | -23.4% | +20.2% | -43.6% | -25.7% |
| 6M | -24.3% | +107.5% | -131.9% | -33.4% |
| YTD | +23.2% | +69.4% | -46.2% | +11.4% |
| 1Y | +44.2% | +99.7% | -55.5% | +26.4% |
| All | +514.9% | +25.7% | +489.1% | +538.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling