+693.2%
GD vs CVE
+67.4%
+625.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.6% | +5.1% | -1.2% |
| 7D | +3.0% | -12.1% | +15.0% | +5.3% |
| 30D | +10.5% | -9.8% | +20.3% | +12.4% |
| 3M | -5.0% | -0.7% | -4.2% | -5.2% |
| 6M | +5.5% | -4.3% | +9.8% | +5.5% |
| YTD | +10.3% | +70.6% | -60.3% | -1.4% |
| 1Y | +8.2% | +73.2% | -65.0% | -3.7% |
| 3Y | +59.0% | +60.3% | -1.3% | +40.7% |
| 5Y | +104.3% | +159.3% | -55.0% | +60.0% |
| 10Y | +202.4% | +147.4% | +55.0% | +105.3% |
| All | +693.2% | +67.4% | +625.9% | +443.7% |
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