+620.7%
GEV vs CVE
+75.5%
+545.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +3.3% | +2.5% | +0.8% | +2.5% |
| 30D | -7.5% | +16.7% | -24.2% | -11.6% |
| 3M | -2.2% | +9.3% | -11.4% | -4.8% |
| 6M | +12.1% | +43.6% | -31.5% | -2.5% |
| YTD | +44.4% | +93.6% | -49.2% | +10.9% |
| 1Y | +57.7% | +98.8% | -41.1% | +19.1% |
| All | +620.7% | +75.5% | +545.2% | +464.4% |
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