-38.6%
GIS vs CVE
+68.0%
-106.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +1.5% | -10.0% | +11.5% | +1.2% |
| 30D | +9.2% | -11.9% | +21.0% | +8.7% |
| 3M | -5.4% | -5.9% | +0.6% | -5.6% |
| 6M | +3.4% | -1.6% | +5.0% | +3.2% |
| YTD | -20.5% | +66.3% | -86.7% | -21.0% |
| 1Y | -20.0% | +57.5% | -77.5% | -20.6% |
| 3Y | -38.6% | +65.4% | -104.0% | -42.0% |
| All | -38.6% | +68.0% | -106.6% | -42.0% |
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