+526.6%
GEV vs CRL
+26.8%
+499.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +6.2% | +8.9% | -2.7% | +4.6% |
| 30D | -18.4% | +14.0% | -32.4% | -20.1% |
| 3M | -21.2% | +19.8% | -41.1% | -23.6% |
| 6M | -23.6% | +102.0% | -125.6% | -32.4% |
| YTD | +25.5% | +70.8% | -45.3% | +13.3% |
| 1Y | +42.6% | +98.7% | -56.1% | +25.0% |
| All | +526.6% | +26.8% | +499.8% | +549.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling