+510.2%
GEV vs CVE
+50.8%
+459.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.0% |
| 7D | -13.2% | -10.0% | -3.2% | -10.4% |
| 30D | -20.6% | -11.9% | -8.8% | -17.7% |
| 3M | -19.5% | -5.9% | -13.6% | -18.4% |
| 6M | -23.3% | -1.6% | -21.7% | -23.8% |
| YTD | +22.2% | +66.3% | -44.0% | -2.2% |
| 1Y | +37.8% | +57.5% | -19.7% | +12.4% |
| All | +510.2% | +50.8% | +459.4% | +397.8% |
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 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