+173.5%
CVE vs GFI
+1,023.9%
-850.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.8% |
| 7D | +2.0% | +4.7% | -2.7% | +1.7% |
| 30D | +13.2% | +14.4% | -1.2% | +12.2% |
| 3M | +21.7% | +32.5% | -10.8% | +19.2% |
| 6M | +48.4% | -7.2% | +55.5% | +48.2% |
| YTD | +100.1% | +10.9% | +89.2% | +96.9% |
| 1Y | +107.8% | +35.5% | +72.4% | +100.6% |
| 3Y | +76.9% | +312.1% | -235.2% | +55.3% |
| 5Y | +346.2% | +524.6% | -178.4% | +276.3% |
| 10Y | +173.5% | +1,092.7% | -919.2% | +136.4% |
| All | +173.5% | +1,023.9% | -850.4% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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