-34.9%
GIS vs CVE
+156.5%
-191.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.0% |
| 7D | -8.1% | +4.6% | -12.7% | -8.0% |
| 30D | +5.3% | -12.0% | +17.3% | +5.2% |
| 3M | -10.5% | -3.8% | -6.8% | -10.6% |
| 6M | +1.8% | -2.7% | +4.5% | +1.8% |
| YTD | -22.9% | +73.6% | -96.5% | -23.5% |
| 1Y | -22.9% | +62.0% | -85.0% | -23.5% |
| 3Y | -40.5% | +72.7% | -113.2% | -41.3% |
| 5Y | -34.9% | +153.9% | -188.8% | -36.2% |
| All | -34.9% | +156.5% | -191.4% | -36.2% |
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