+39.3%
GEHC vs CVE
+74.1%
-34.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.3% |
| 7D | +0.8% | +5.9% | -5.2% | 0.0% |
| 30D | +21.3% | -10.9% | +32.2% | +23.0% |
| 3M | +12.6% | -4.5% | +17.1% | +12.7% |
| 6M | +34.3% | -1.0% | +35.3% | +33.1% |
| YTD | +1.4% | +74.7% | -73.3% | -12.5% |
| 1Y | +12.5% | +65.8% | -53.4% | -1.8% |
| 3Y | +19.2% | +73.2% | -54.0% | -2.3% |
| All | +39.3% | +74.1% | -34.8% | +14.1% |
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