+40.6%
GEV vs CVE
+60.9%
-20.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.2% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | -18.9% | -10.8% | -8.0% | -18.5% |
| 3M | -20.1% | -4.3% | -15.7% | -19.7% |
| 6M | -24.6% | -1.5% | -23.1% | -23.2% |
| YTD | +24.0% | +70.7% | -46.7% | +24.8% |
| 1Y | +40.6% | +58.1% | -17.5% | +43.0% |
| All | +40.6% | +60.9% | -20.3% | +43.0% |
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