+229.5%
GM vs CVE
+74.2%
+155.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | -0.2% | +5.9% | -6.1% | -0.9% |
| 30D | +3.6% | -10.9% | +14.4% | +4.8% |
| 3M | -0.2% | -4.5% | +4.3% | -0.2% |
| 6M | +13.9% | -1.0% | +14.9% | +12.7% |
| YTD | +6.5% | +74.7% | -68.3% | -10.9% |
| 1Y | +20.7% | +65.8% | -45.2% | +2.3% |
| 3Y | +229.5% | +73.2% | +156.3% | +168.4% |
| All | +229.5% | +74.2% | +155.2% | +168.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling