+57.7%
GEV vs CSX
+55.3%
+2.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.4% |
| 7D | +3.3% | -3.4% | +6.7% | +5.0% |
| 30D | -7.5% | -3.1% | -4.4% | -6.1% |
| 3M | -2.2% | +7.2% | -9.3% | -5.7% |
| 6M | +12.1% | +16.2% | -4.1% | +2.9% |
| YTD | +44.4% | +37.5% | +6.8% | +25.6% |
| 1Y | +57.7% | +53.2% | +4.4% | +40.7% |
| All | +57.7% | +55.3% | +2.4% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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