+152.0%
GE vs CVE
+149.3%
+2.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +2.7% | +5.9% | -3.3% | +1.2% |
| 30D | +8.1% | -10.9% | +18.9% | +10.7% |
| 3M | -7.9% | -4.5% | -3.3% | -7.5% |
| 6M | +12.9% | -1.0% | +13.9% | +11.0% |
| YTD | +8.2% | +74.7% | -66.6% | -10.3% |
| 1Y | +9.7% | +65.8% | -56.1% | -7.8% |
| 3Y | +266.1% | +73.2% | +192.9% | +196.0% |
| 5Y | +407.4% | +155.6% | +251.8% | +247.1% |
| All | +152.0% | +149.3% | +2.7% | +28.0% |
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