+240.2%
GM vs CVE
+37.9%
+202.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -3.0% | -3.4% |
| 7D | -1.4% | -16.1% | +14.7% | +3.1% |
| 30D | +6.4% | -10.4% | +16.8% | +9.1% |
| 3M | -0.7% | -2.4% | +1.7% | -0.9% |
| 6M | +9.9% | -4.4% | +14.4% | +9.2% |
| YTD | +6.7% | +64.9% | -58.3% | -10.7% |
| 1Y | +26.2% | +66.0% | -39.8% | +5.2% |
| 3Y | +205.0% | +57.7% | +147.4% | +151.8% |
| 5Y | +53.6% | +144.7% | -91.1% | +7.3% |
| 10Y | +233.4% | +139.2% | +94.2% | +87.3% |
| All | +240.2% | +37.9% | +202.3% | +147.4% |
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 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