-18.0%
GIS vs CVE
+136.7%
-154.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +0.4% | -10.1% | +10.4% | +0.4% |
| 30D | +10.1% | -12.1% | +22.2% | +10.1% |
| 3M | -3.7% | -1.9% | -1.8% | -3.7% |
| 6M | +4.3% | -1.8% | +6.1% | +4.2% |
| YTD | -19.8% | +65.8% | -85.6% | -20.1% |
| 1Y | -20.5% | +60.8% | -81.3% | -20.8% |
| 3Y | -38.3% | +70.1% | -108.5% | -38.7% |
| 5Y | -32.2% | +134.8% | -166.9% | -32.8% |
| 10Y | -18.0% | +130.1% | -148.1% | -17.1% |
| All | -18.0% | +136.7% | -154.7% | -17.1% |
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