+57.7%
CVE vs GFI
+210.4%
-152.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.7% |
| 7D | -16.1% | +19.0% | -35.1% | -16.8% |
| 30D | -10.4% | +11.8% | -22.1% | -10.8% |
| 3M | -2.4% | +7.3% | -9.7% | -2.9% |
| 6M | -4.4% | -13.3% | +8.9% | -3.7% |
| YTD | +64.9% | -5.6% | +70.5% | +63.7% |
| 1Y | +66.0% | +9.2% | +56.8% | +61.8% |
| 3Y | +57.7% | +213.7% | -156.1% | +25.2% |
| All | +57.7% | +210.4% | -152.7% | +25.2% |
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