+2.5%
GFS vs CVE
+68.4%
-65.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.7% | -7.1% | -9.5% |
| 7D | -20.7% | -14.1% | -6.6% | -19.6% |
| 30D | -25.2% | -11.6% | -13.6% | -24.4% |
| 3M | -26.3% | 0.0% | -26.3% | -26.3% |
| 6M | -50.7% | -8.4% | -42.3% | -50.3% |
| YTD | +4.5% | +65.9% | -61.4% | -2.5% |
| 1Y | +2.5% | +69.4% | -67.0% | -4.8% |
| All | +2.5% | +68.4% | -65.9% | -4.8% |
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