+130.1%
CVE vs GAP
+20.3%
+109.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.4% |
| 7D | -10.1% | 0.0% | -10.1% | -10.4% |
| 30D | -12.1% | -4.3% | -7.8% | -11.5% |
| 3M | -1.9% | +9.4% | -11.3% | -5.3% |
| 6M | -1.8% | -3.3% | +1.4% | -3.4% |
| YTD | +65.8% | -10.5% | +76.3% | +64.3% |
| 1Y | +60.8% | -2.4% | +63.2% | +54.8% |
| 3Y | +70.1% | +80.1% | -10.0% | +22.7% |
| 5Y | +134.8% | +6.5% | +128.3% | +84.8% |
| 10Y | +130.1% | +14.6% | +115.5% | +44.3% |
| All | +130.1% | +20.3% | +109.8% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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