-19.4%
GFS vs CVE
+72.1%
-91.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | +1.0% | +2.5% | -1.5% | +0.2% |
| 30D | -8.6% | +16.7% | -25.3% | -12.9% |
| 3M | -46.5% | +9.3% | -55.8% | -48.1% |
| 6M | -4.8% | +43.6% | -48.4% | -16.7% |
| YTD | +29.7% | +93.6% | -63.9% | +1.5% |
| 1Y | +35.8% | +98.8% | -62.9% | +4.8% |
| All | -19.4% | +72.1% | -91.4% | -41.6% |
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