+71.6%
CVE vs GFI
+317.7%
-246.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | +2.5% | +3.1% | -0.6% | +2.3% |
| 30D | +16.7% | +27.1% | -10.4% | +15.1% |
| 3M | +9.3% | +21.2% | -11.9% | +7.9% |
| 6M | +43.6% | -4.5% | +48.1% | +43.9% |
| YTD | +93.6% | +11.7% | +81.9% | +90.4% |
| 1Y | +98.8% | +46.0% | +52.7% | +87.7% |
| All | +71.6% | +317.7% | -246.1% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling