+492.6%
GEV vs CVE
+49.6%
+443.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | -9.8% | -16.1% | +6.4% | -5.1% |
| 30D | -22.3% | -10.4% | -11.9% | -19.8% |
| 3M | -22.6% | -2.4% | -20.2% | -22.4% |
| 6M | -30.7% | -4.4% | -26.3% | -30.4% |
| YTD | +18.7% | +64.9% | -46.2% | -4.8% |
| 1Y | +41.0% | +66.0% | -25.0% | +12.2% |
| All | +492.6% | +49.6% | +443.1% | +384.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling