+153.0%
GE vs CVE
+161.7%
-8.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | -1.6% | +2.5% | -4.1% | -2.3% |
| 30D | -11.6% | +16.7% | -28.3% | -15.2% |
| 3M | +3.0% | +9.3% | -6.2% | -0.2% |
| 6M | -0.5% | +43.6% | -44.1% | -11.5% |
| YTD | +9.7% | +93.6% | -83.8% | -10.5% |
| 1Y | +20.0% | +98.8% | -78.7% | -3.2% |
| 3Y | +275.8% | +73.6% | +202.2% | +206.0% |
| 5Y | +429.1% | +312.5% | +116.6% | +217.6% |
| All | +153.0% | +161.7% | -8.7% | +26.2% |
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 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