-21.3%
GFS vs CVE
+168.1%
-189.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.7% | -7.1% | -9.1% |
| 7D | -20.7% | -14.1% | -6.6% | -17.5% |
| 30D | -25.2% | -11.6% | -13.6% | -22.9% |
| 3M | -26.3% | 0.0% | -26.3% | -26.7% |
| 6M | -50.7% | -8.4% | -42.3% | -50.1% |
| YTD | +4.5% | +65.9% | -61.4% | -11.4% |
| 1Y | +2.5% | +69.4% | -67.0% | -13.9% |
| 3Y | -30.9% | +55.9% | -86.8% | -42.8% |
| 5Y | -42.6% | +146.2% | -188.8% | -57.5% |
| All | -21.3% | +168.1% | -189.5% | -42.7% |
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