+25.9%
GM vs CVE
+59.5%
-33.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.0% |
| 7D | +0.4% | -10.0% | +10.4% | -1.6% |
| 30D | +7.2% | -11.9% | +19.1% | +4.7% |
| 3M | +1.0% | -5.9% | +7.0% | 0.0% |
| 6M | +13.0% | -1.6% | +14.6% | +12.6% |
| YTD | +9.8% | +66.3% | -56.5% | +4.4% |
| 1Y | +25.9% | +57.5% | -31.6% | +19.6% |
| All | +25.9% | +59.5% | -33.6% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling