+436.6%
GE vs CVE
+317.2%
+119.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | -1.6% | +2.5% | -4.1% | -2.0% |
| 30D | -11.6% | +16.7% | -28.3% | -13.9% |
| 3M | +3.0% | +9.3% | -6.2% | +1.1% |
| 6M | -0.5% | +43.6% | -44.1% | -8.7% |
| YTD | +9.7% | +93.6% | -83.8% | -6.3% |
| 1Y | +20.0% | +98.8% | -78.7% | +1.6% |
| 3Y | +275.8% | +73.6% | +202.2% | +219.0% |
| All | +436.6% | +317.2% | +119.3% | +225.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling