+103.5%
GIS vs CVE
+89.9%
+13.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.4% |
| 7D | -7.8% | +2.5% | -10.3% | -7.9% |
| 30D | +6.6% | +16.7% | -10.2% | +6.1% |
| 3M | +21.0% | +9.3% | +11.7% | +20.6% |
| 6M | -9.1% | +43.6% | -52.7% | -10.2% |
| YTD | -13.6% | +93.6% | -107.2% | -15.6% |
| 1Y | -18.0% | +98.8% | -116.8% | -20.0% |
| 3Y | -33.7% | +73.6% | -107.3% | -35.2% |
| 5Y | -19.4% | +312.5% | -331.9% | -24.5% |
| 10Y | -21.3% | +161.0% | -182.3% | -25.2% |
| All | +103.5% | +89.9% | +13.6% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling