-12.1%
GFS vs CVE
+168.7%
-180.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -5.3% | -10.0% | +4.7% | -2.6% |
| 30D | -15.8% | -11.9% | -3.9% | -13.1% |
| 3M | -18.6% | -5.9% | -12.7% | -17.7% |
| 6M | -45.0% | -1.6% | -43.4% | -45.4% |
| YTD | +16.8% | +66.3% | -49.5% | -1.1% |
| 1Y | +17.8% | +57.5% | -39.7% | +1.2% |
| 3Y | -21.5% | +65.4% | -87.0% | -35.9% |
| 5Y | -29.3% | +144.2% | -173.5% | -47.5% |
| All | -12.1% | +168.7% | -180.8% | -36.0% |
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 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