+134.5%
CVE vs GPC
+85.6%
+48.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | 0.0% |
| 7D | -16.1% | +1.6% | -17.7% | -16.9% |
| 30D | -10.4% | -2.1% | -8.3% | -9.9% |
| 3M | -2.4% | -6.8% | +4.4% | +0.1% |
| 6M | -4.4% | +18.6% | -23.0% | -15.2% |
| YTD | +64.9% | +2.7% | +62.3% | +55.2% |
| 1Y | +66.0% | +1.8% | +64.2% | +56.6% |
| 3Y | +57.7% | +1.1% | +56.6% | +39.7% |
| 5Y | +144.7% | +4.1% | +140.7% | +103.9% |
| All | +134.5% | +85.6% | +48.9% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling