+15.5%
GEHC vs CVE
+92.9%
-77.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -4.0% | +2.5% | -6.5% | -4.4% |
| 30D | -2.0% | +16.7% | -18.7% | -4.6% |
| 3M | +8.0% | +9.3% | -1.3% | +6.0% |
| 6M | -12.8% | +43.6% | -56.4% | -19.7% |
| YTD | -15.9% | +93.6% | -109.5% | -28.3% |
| 1Y | -6.9% | +98.8% | -105.7% | -21.5% |
| 3Y | 0.0% | +73.6% | -73.6% | -18.1% |
| All | +15.5% | +92.9% | -77.4% | -6.5% |
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