+157.4%
GE vs CVE
+132.7%
+24.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +5.4% | -10.0% | +15.4% | +8.1% |
| 30D | +9.6% | -11.9% | +21.5% | +12.7% |
| 3M | -7.7% | -5.9% | -1.8% | -7.1% |
| 6M | +14.0% | -1.6% | +15.6% | +12.2% |
| YTD | +10.2% | +66.3% | -56.1% | -7.4% |
| 1Y | +8.9% | +57.5% | -48.6% | -7.3% |
| 3Y | +273.7% | +65.4% | +208.2% | +205.6% |
| 5Y | +410.2% | +144.2% | +266.0% | +253.1% |
| 10Y | +157.4% | +135.5% | +21.9% | +32.4% |
| All | +157.4% | +132.7% | +24.7% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling