+52.4%
GEV vs CVE
+73.4%
-21.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.6% | -1.7% | -8.9% |
| 7D | -5.1% | -12.1% | +6.9% | -4.7% |
| 30D | -15.8% | -9.8% | -6.0% | -15.4% |
| 3M | -18.2% | -0.7% | -17.5% | -17.7% |
| 6M | -22.4% | -4.3% | -18.0% | -21.0% |
| YTD | +27.7% | +70.6% | -42.9% | +26.8% |
| 1Y | +52.4% | +73.2% | -20.8% | +51.5% |
| All | +52.4% | +73.4% | -21.0% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling