+226.7%
GM vs CVE
+132.7%
+94.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +0.4% | -10.0% | +10.4% | +3.1% |
| 30D | +7.2% | -11.9% | +19.1% | +10.3% |
| 3M | +1.0% | -5.9% | +7.0% | +1.9% |
| 6M | +13.0% | -1.6% | +14.6% | +11.4% |
| YTD | +9.8% | +66.3% | -56.5% | -8.1% |
| 1Y | +25.9% | +57.5% | -31.6% | +6.9% |
| 3Y | +240.4% | +65.4% | +175.0% | +177.9% |
| 5Y | +56.1% | +144.2% | -88.0% | +9.9% |
| 10Y | +226.7% | +135.5% | +91.2% | +75.1% |
| All | +226.7% | +132.7% | +94.0% | +75.1% |
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