+97.2%
GD vs CVE
+317.2%
-220.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -5.3% | +2.5% | -7.8% | -5.6% |
| 30D | -6.4% | +16.7% | -23.2% | -8.7% |
| 3M | +5.7% | +9.3% | -3.6% | +4.0% |
| 6M | -0.9% | +43.6% | -44.5% | -7.2% |
| YTD | +8.2% | +93.6% | -85.4% | -3.9% |
| 1Y | +13.4% | +98.8% | -85.3% | +0.1% |
| 3Y | +68.5% | +73.6% | -5.1% | +49.4% |
| All | +97.2% | +317.2% | -220.0% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling