+226.2%
GM vs CVE
+170.0%
+56.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.8% | -2.9% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | -1.8% | +17.5% | -19.3% | -6.2% |
| 3M | +2.6% | +16.2% | -13.6% | -2.2% |
| 6M | +14.6% | +47.8% | -33.2% | +0.8% |
| YTD | +6.2% | +98.5% | -92.3% | -14.5% |
| 1Y | +48.7% | +109.8% | -61.1% | +17.0% |
| 3Y | +168.3% | +75.5% | +92.8% | +117.5% |
| 5Y | +82.8% | +341.6% | -258.8% | +10.0% |
| 10Y | +226.2% | +159.8% | +66.4% | +68.1% |
| All | +226.2% | +170.0% | +56.2% | +68.1% |
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