+371.1%
GH vs CVE
+227.6%
+143.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | +0.6% | +5.9% | -5.4% | -0.5% |
| 30D | -6.9% | -10.9% | +3.9% | -5.0% |
| 3M | -4.9% | -4.5% | -0.4% | -4.2% |
| 6M | +54.1% | -1.0% | +55.0% | +53.2% |
| YTD | +48.5% | +74.7% | -26.2% | +31.3% |
| 1Y | +61.2% | +65.8% | -4.7% | +43.8% |
| 3Y | +570.3% | +73.2% | +497.2% | +481.5% |
| 5Y | +46.1% | +155.6% | -109.5% | +17.4% |
| All | +371.1% | +227.6% | +143.5% | +277.1% |
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