-30.4%
GIS vs CVE
+142.8%
-173.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | +3.6% | -16.1% | +19.7% | +3.4% |
| 30D | +13.9% | -10.4% | +24.3% | +13.7% |
| 3M | +0.3% | -2.4% | +2.7% | +0.2% |
| 6M | +5.0% | -4.4% | +9.4% | +4.8% |
| YTD | -18.4% | +64.9% | -83.3% | -19.0% |
| 1Y | -17.4% | +66.0% | -83.5% | -18.1% |
| 3Y | -36.9% | +57.7% | -94.6% | -37.7% |
| All | -30.4% | +142.8% | -173.2% | -31.4% |
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