+677.6%
GD vs CVE
+89.9%
+587.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -5.3% | +2.5% | -7.8% | -5.7% |
| 30D | -6.4% | +16.7% | -23.2% | -9.1% |
| 3M | +5.7% | +9.3% | -3.6% | +3.6% |
| 6M | -0.9% | +43.6% | -44.5% | -8.1% |
| YTD | +8.2% | +93.6% | -85.4% | -5.3% |
| 1Y | +13.4% | +98.8% | -85.3% | -1.4% |
| 3Y | +68.5% | +73.6% | -5.1% | +47.3% |
| 5Y | +97.2% | +312.5% | -215.3% | +41.5% |
| 10Y | +190.2% | +161.0% | +29.2% | +95.9% |
| All | +677.6% | +89.9% | +587.6% | +422.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling