+249.1%
GM vs CVE
+136.7%
+112.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.5% | +3.9% |
| 7D | -0.3% | -10.1% | +9.7% | +2.3% |
| 30D | +8.4% | -12.1% | +20.5% | +11.6% |
| 3M | +2.6% | -1.9% | +4.4% | +2.2% |
| 6M | +14.3% | -1.8% | +16.1% | +12.7% |
| YTD | +11.0% | +65.8% | -54.8% | -7.0% |
| 1Y | +27.8% | +60.8% | -33.0% | +7.9% |
| 3Y | +246.7% | +70.1% | +176.5% | +180.8% |
| 5Y | +59.6% | +134.8% | -75.2% | +13.6% |
| 10Y | +249.1% | +130.1% | +119.0% | +86.0% |
| All | +249.1% | +136.7% | +112.5% | +86.0% |
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 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