+36.6%
GH vs CVE
+142.8%
-106.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -15.6% | -16.1% | +0.5% | -12.1% |
| 30D | -10.4% | -10.4% | 0.0% | -8.2% |
| 3M | -4.3% | -2.4% | -1.9% | -3.9% |
| 6M | +63.5% | -4.4% | +68.0% | +63.7% |
| YTD | +47.7% | +64.9% | -17.2% | +25.7% |
| 1Y | +56.7% | +66.0% | -9.3% | +32.9% |
| 3Y | +443.9% | +57.7% | +386.2% | +349.3% |
| All | +36.6% | +142.8% | -106.2% | +10.2% |
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