+47.0%
GH vs CVE
+150.7%
-103.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.0% | -1.0% |
| 7D | -8.2% | +0.1% | -8.3% | -8.2% |
| 30D | -4.9% | -10.8% | +5.9% | -2.5% |
| 3M | -6.2% | -4.3% | -1.9% | -5.5% |
| 6M | +60.0% | -1.5% | +61.5% | +59.1% |
| YTD | +51.5% | +70.7% | -19.2% | +28.0% |
| 1Y | +58.4% | +58.1% | +0.3% | +36.7% |
| 3Y | +617.2% | +69.8% | +547.4% | +481.3% |
| 5Y | +47.0% | +148.9% | -101.9% | +18.7% |
| All | +47.0% | +150.7% | -103.7% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling