-4.8%
GFS vs CVE
+47.9%
-52.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.5% |
| 7D | +1.0% | +2.5% | -1.5% | +1.0% |
| 30D | -8.6% | +16.7% | -25.3% | -8.3% |
| 3M | -46.5% | +9.3% | -55.8% | -45.9% |
| 6M | -4.8% | +43.6% | -48.4% | -3.0% |
| All | -4.8% | +47.9% | -52.7% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling