+376.2%
GE vs CVE
+148.3%
+227.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.7% | -4.1% |
| 7D | +0.5% | -14.1% | +14.6% | +2.5% |
| 30D | +1.7% | -11.6% | +13.3% | +3.2% |
| 3M | -17.3% | 0.0% | -17.4% | -18.0% |
| 6M | +10.1% | -8.4% | +18.5% | +10.2% |
| YTD | +2.6% | +65.9% | -63.3% | -10.4% |
| 1Y | +3.7% | +69.4% | -65.7% | -10.0% |
| 3Y | +268.3% | +55.9% | +212.4% | +216.7% |
| 5Y | +376.2% | +146.2% | +230.0% | +244.8% |
| All | +376.2% | +148.3% | +227.8% | +244.8% |
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