+104.8%
GLD vs CVE
+54.6%
+50.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +0.9% |
| 7D | +1.9% | -14.1% | +15.9% | +2.6% |
| 30D | -1.8% | -11.6% | +9.8% | -1.3% |
| 3M | -3.6% | 0.0% | -3.7% | -4.0% |
| 6M | -10.2% | -8.4% | -1.8% | -10.1% |
| YTD | -5.3% | +65.9% | -71.2% | -10.3% |
| 1Y | +2.5% | +69.4% | -67.0% | -3.2% |
| All | +104.8% | +54.6% | +50.2% | +92.6% |
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