+212.5%
GM vs CVE
+147.6%
+64.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.4% |
| 7D | -3.4% | +4.6% | -8.1% | -4.6% |
| 30D | +2.7% | -12.0% | +14.7% | +5.7% |
| 3M | -0.4% | -3.8% | +3.4% | -0.2% |
| 6M | +13.3% | -2.7% | +16.0% | +12.1% |
| YTD | +6.8% | +73.6% | -66.8% | -11.6% |
| 1Y | +21.1% | +62.0% | -40.9% | +2.0% |
| 3Y | +231.0% | +72.7% | +158.3% | +167.1% |
| 5Y | +41.9% | +153.9% | -112.0% | -1.2% |
| All | +212.5% | +147.6% | +64.8% | +66.1% |
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