+143.5%
CVE vs GRMN
+665.4%
-521.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.8% | +1.9% |
| 7D | +0.1% | +1.7% | -1.6% | -0.6% |
| 30D | -10.8% | +10.2% | -21.0% | -15.1% |
| 3M | -4.3% | -4.7% | +0.4% | -3.2% |
| 6M | -1.5% | +22.3% | -23.7% | -12.0% |
| YTD | +70.7% | +46.7% | +24.0% | +37.0% |
| 1Y | +58.1% | +49.6% | +8.5% | +25.4% |
| 3Y | +69.8% | +165.3% | -95.4% | -10.5% |
| 5Y | +148.9% | +130.3% | +18.6% | +41.2% |
| 10Y | +143.5% | +658.0% | -514.5% | -28.0% |
| All | +143.5% | +665.4% | -521.8% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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