+487.8%
GE vs CVE
+61.8%
+426.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | +7.1% | -16.1% | +23.2% | +11.9% |
| 30D | +6.5% | -10.4% | +16.8% | +9.0% |
| 3M | -13.6% | -2.4% | -11.2% | -13.8% |
| 6M | +6.0% | -4.4% | +10.4% | +5.1% |
| YTD | +5.4% | +64.9% | -59.6% | -11.6% |
| 1Y | +6.5% | +66.0% | -59.6% | -11.1% |
| 3Y | +268.6% | +57.7% | +210.9% | +204.1% |
| 5Y | +389.0% | +144.7% | +244.3% | +236.2% |
| 10Y | +163.3% | +139.2% | +24.1% | +46.8% |
| All | +487.8% | +61.8% | +426.0% | +239.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling