+393.1%
GH vs CVE
+210.8%
+182.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +5.2% |
| 7D | -7.0% | -10.1% | +3.1% | -5.1% |
| 30D | -5.2% | -12.1% | +6.9% | -3.0% |
| 3M | -5.8% | -1.9% | -3.9% | -5.6% |
| 6M | +65.9% | -1.8% | +67.8% | +65.2% |
| YTD | +55.5% | +65.8% | -10.3% | +38.8% |
| 1Y | +64.2% | +60.8% | +3.3% | +47.3% |
| 3Y | +606.0% | +70.1% | +535.9% | +514.4% |
| 5Y | +47.3% | +134.8% | -87.5% | +20.1% |
| All | +393.1% | +210.8% | +182.3% | +298.6% |
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 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