+246.5%
GM vs CVE
+61.8%
+184.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | +1.9% | +2.5% | -0.6% | +1.2% |
| 30D | -1.4% | +16.7% | -18.1% | -5.7% |
| 3M | +5.9% | +9.3% | -3.4% | +2.5% |
| 6M | +12.4% | +43.6% | -31.2% | -0.7% |
| YTD | +8.6% | +93.6% | -85.0% | -12.4% |
| 1Y | +52.6% | +98.8% | -46.1% | +21.3% |
| 3Y | +169.7% | +73.6% | +96.1% | +118.2% |
| 5Y | +87.5% | +312.5% | -224.9% | +13.5% |
| 10Y | +233.0% | +161.0% | +71.9% | +83.7% |
| All | +246.5% | +61.8% | +184.7% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling