+627.7%
GEV vs CRL
+3.6%
+624.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +3.2% | -4.6% | +7.8% | +3.9% |
| 30D | -4.0% | +0.5% | -4.5% | -4.1% |
| 3M | +3.4% | +46.6% | -43.2% | -3.2% |
| 6M | +14.7% | +57.3% | -42.6% | +5.3% |
| YTD | +45.8% | +39.5% | +6.2% | +36.1% |
| 1Y | +57.4% | +76.9% | -19.5% | +39.7% |
| All | +627.7% | +3.6% | +624.1% | +680.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling