+206.1%
GLD vs CVE
+149.3%
+56.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -4.6% | +5.9% | -10.5% | -4.7% |
| 30D | -5.5% | -10.9% | +5.4% | -5.3% |
| 3M | -10.9% | -4.5% | -6.4% | -10.9% |
| 6M | -17.4% | -1.0% | -16.5% | -17.5% |
| YTD | -10.3% | +74.7% | -85.1% | -11.6% |
| 1Y | -7.2% | +65.8% | -73.0% | -8.4% |
| 3Y | +96.9% | +73.2% | +23.7% | +93.6% |
| 5Y | +103.8% | +155.6% | -51.8% | +99.8% |
| All | +206.1% | +149.3% | +56.9% | +202.9% |
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