+89.9%
CVE vs GFI
+432.1%
-342.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | +2.5% | +3.1% | -0.6% | +2.2% |
| 30D | +16.7% | +27.1% | -10.4% | +14.0% |
| 3M | +9.3% | +21.2% | -11.9% | +6.8% |
| 6M | +43.6% | -4.5% | +48.1% | +42.6% |
| YTD | +93.6% | +11.7% | +81.9% | +88.7% |
| 1Y | +98.8% | +46.0% | +52.7% | +87.3% |
| 3Y | +73.6% | +309.6% | -236.0% | +44.2% |
| 5Y | +312.5% | +506.0% | -193.6% | +220.8% |
| 10Y | +161.0% | +1,009.2% | -848.2% | +78.1% |
| All | +89.9% | +432.1% | -342.2% | +43.3% |
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