+98.8%
CVE vs GPC
+0.2%
+98.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +2.5% | +0.4% | +2.1% | +2.6% |
| 30D | +16.7% | +5.1% | +11.6% | +17.4% |
| 3M | +9.3% | +41.5% | -32.3% | +11.0% |
| 6M | +43.6% | +21.8% | +21.8% | +49.5% |
| YTD | +93.6% | +14.6% | +79.0% | +103.2% |
| 1Y | +98.8% | +1.3% | +97.5% | +106.1% |
| All | +98.8% | +0.2% | +98.6% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling