+59.9%
GPN vs CVE
+143.5%
-83.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.9% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +22.1% | -10.8% | +33.0% | +24.7% |
| 3M | +17.1% | -4.3% | +21.4% | +17.5% |
| 6M | +46.7% | -1.5% | +48.2% | +45.3% |
| YTD | +30.8% | +70.7% | -39.9% | +13.9% |
| 1Y | +31.5% | +58.1% | -26.6% | +16.3% |
| 3Y | -5.1% | +69.8% | -75.0% | -19.1% |
| 5Y | -18.1% | +148.9% | -167.0% | -37.9% |
| All | +59.9% | +143.5% | -83.7% | -10.8% |
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