+63.1%
CVE vs GFI
+338.0%
-274.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.0% | +7.3% | +0.9% |
| 7D | -10.0% | +10.4% | -20.4% | -10.9% |
| 30D | -11.9% | +3.6% | -15.5% | -12.3% |
| 3M | -5.9% | -5.1% | -0.9% | -6.0% |
| 6M | -1.6% | -13.0% | +11.5% | -1.2% |
| YTD | +66.3% | -8.0% | +74.3% | +64.3% |
| 1Y | +57.5% | -5.0% | +62.5% | +54.9% |
| 3Y | +65.4% | +228.8% | -163.4% | +40.0% |
| 5Y | +144.2% | +354.4% | -210.2% | +94.6% |
| 10Y | +135.5% | +1,238.7% | -1,103.2% | +54.9% |
| All | +63.1% | +338.0% | -274.8% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling