+148.6%
CVE vs GFI
+1,288.5%
-1,139.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +5.9% | -8.7% | +14.6% | +6.4% |
| 30D | -10.9% | +0.6% | -11.4% | -11.0% |
| 3M | -4.5% | -7.5% | +3.0% | -4.4% |
| 6M | -1.0% | -18.3% | +17.4% | -0.3% |
| YTD | +74.7% | -13.8% | +88.5% | +74.1% |
| 1Y | +65.8% | -8.8% | +74.7% | +64.4% |
| 3Y | +73.2% | +215.8% | -142.7% | +54.6% |
| 5Y | +155.6% | +301.2% | -145.6% | +121.2% |
| All | +148.6% | +1,288.5% | -1,139.9% | +105.4% |
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