-35.4%
GFS vs CVE
+157.6%
-193.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.6% | +1.7% | -4.0% |
| 7D | -12.5% | -12.1% | -0.4% | -9.7% |
| 30D | -16.9% | -9.8% | -7.1% | -14.9% |
| 3M | -22.3% | -0.7% | -21.5% | -22.6% |
| 6M | -40.2% | -4.3% | -35.9% | -40.2% |
| YTD | +16.0% | +70.6% | -54.6% | -2.3% |
| 1Y | +17.7% | +73.2% | -55.5% | -1.5% |
| 3Y | -23.4% | +60.3% | -83.7% | -37.0% |
| 5Y | -35.4% | +159.3% | -194.7% | -52.2% |
| All | -35.4% | +157.6% | -193.0% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling