+357.1%
GH vs CVE
+72.1%
+285.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -0.1% | +2.5% | -2.6% | -0.5% |
| 30D | -1.1% | +16.7% | -17.8% | -3.8% |
| 3M | +21.3% | +9.3% | +12.0% | +19.5% |
| 6M | +73.5% | +43.6% | +29.9% | +57.7% |
| YTD | +58.0% | +93.6% | -35.6% | +31.0% |
| 1Y | +163.1% | +98.8% | +64.3% | +114.2% |
| All | +357.1% | +72.1% | +285.1% | +256.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling