+368.5%
GH vs CVE
+209.3%
+159.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -15.6% | -16.1% | +0.5% | -12.8% |
| 30D | -10.4% | -10.4% | 0.0% | -8.6% |
| 3M | -4.3% | -2.4% | -1.9% | -4.0% |
| 6M | +63.5% | -4.4% | +68.0% | +63.7% |
| YTD | +47.7% | +64.9% | -17.2% | +31.9% |
| 1Y | +56.7% | +66.0% | -9.3% | +39.7% |
| 3Y | +443.9% | +57.7% | +386.2% | +380.2% |
| 5Y | +36.9% | +144.7% | -107.8% | +10.9% |
| All | +368.5% | +209.3% | +159.3% | +279.1% |
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