+235.3%
GLD vs CVE
+62.8%
+172.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +0.9% |
| 7D | +1.9% | -14.1% | +15.9% | +2.3% |
| 30D | -1.8% | -11.6% | +9.8% | -1.4% |
| 3M | -3.6% | 0.0% | -3.7% | -3.7% |
| 6M | -10.2% | -8.4% | -1.8% | -10.1% |
| YTD | -5.3% | +65.9% | -71.2% | -7.1% |
| 1Y | +2.5% | +69.4% | -67.0% | +0.3% |
| 3Y | +103.2% | +55.9% | +47.3% | +98.8% |
| 5Y | +121.1% | +146.2% | -25.1% | +112.8% |
| 10Y | +201.9% | +140.6% | +61.2% | +189.8% |
| All | +235.3% | +62.8% | +172.6% | +219.0% |
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