+135.5%
CVE vs GFI
+390.3%
-254.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.8% |
| 7D | -16.1% | +19.0% | -35.1% | -17.1% |
| 30D | -10.4% | +11.8% | -22.1% | -11.1% |
| 3M | -2.4% | +7.3% | -9.7% | -3.1% |
| 6M | -4.4% | -13.3% | +8.9% | -3.8% |
| YTD | +64.9% | -5.6% | +70.5% | +63.3% |
| 1Y | +66.0% | +9.2% | +56.8% | +61.6% |
| 3Y | +57.7% | +213.7% | -156.1% | +32.8% |
| All | +135.5% | +390.3% | -254.7% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling