+5.8%
GD vs CVE
+68.4%
-62.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -2.2% |
| 7D | -3.9% | -14.1% | +10.2% | -3.2% |
| 30D | +8.1% | -11.6% | +19.7% | +8.7% |
| 3M | -6.8% | 0.0% | -6.8% | -6.8% |
| 6M | +3.0% | -8.4% | +11.4% | +3.8% |
| YTD | +7.8% | +65.9% | -58.1% | -0.2% |
| 1Y | +5.8% | +69.4% | -63.6% | -2.8% |
| All | +5.8% | +68.4% | -62.6% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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