+135.8%
CVE vs GPC
+88.1%
+47.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.2% | -2.0% |
| 7D | -14.1% | +1.7% | -15.7% | -14.9% |
| 30D | -11.6% | -2.3% | -9.3% | -11.1% |
| 3M | 0.0% | -4.5% | +4.5% | +1.4% |
| 6M | -8.4% | +21.6% | -29.9% | -19.8% |
| YTD | +65.9% | +4.0% | +61.9% | +55.1% |
| 1Y | +69.4% | +3.5% | +65.9% | +58.5% |
| 3Y | +55.9% | +2.1% | +53.8% | +37.6% |
| 5Y | +146.2% | +5.5% | +140.7% | +103.8% |
| All | +135.8% | +88.1% | +47.8% | +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