+162.3%
CVE vs GRMN
+634.2%
-471.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | +2.5% | -2.9% | +5.4% | +3.8% |
| 30D | +16.7% | -8.4% | +25.2% | +21.3% |
| 3M | +9.3% | +15.0% | -5.7% | +1.4% |
| 6M | +43.6% | +11.2% | +32.4% | +33.7% |
| YTD | +93.6% | +37.7% | +55.9% | +61.3% |
| 1Y | +98.8% | +18.5% | +80.3% | +76.8% |
| 3Y | +73.6% | +175.8% | -102.2% | -11.3% |
| 5Y | +312.5% | +75.1% | +237.4% | +183.9% |
| All | +162.3% | +634.2% | -471.9% | -20.2% |
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