+73.2%
CVE vs GPC
+6.5%
+66.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.4% | -7.4% |
| 7D | -12.1% | +4.1% | -16.2% | -11.6% |
| 30D | -9.8% | +0.1% | -9.9% | -9.6% |
| 3M | -0.7% | -3.9% | +3.2% | -1.0% |
| 6M | -4.3% | +24.4% | -28.7% | -3.3% |
| YTD | +70.6% | +5.7% | +64.9% | +72.7% |
| 1Y | +73.2% | +6.8% | +66.4% | +77.9% |
| All | +73.2% | +6.5% | +66.7% | +77.9% |
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