+46.6%
GPN vs CVE
+149.3%
-102.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.1% |
| 7D | -5.6% | +5.9% | -11.6% | -6.8% |
| 30D | +13.6% | -10.9% | +24.5% | +16.0% |
| 3M | -2.8% | -4.5% | +1.7% | -2.5% |
| 6M | +38.1% | -1.0% | +39.0% | +36.6% |
| YTD | +19.9% | +74.7% | -54.8% | +3.9% |
| 1Y | +23.4% | +65.8% | -42.4% | +8.1% |
| 3Y | -12.6% | +73.2% | -85.8% | -25.9% |
| 5Y | -26.6% | +155.6% | -182.2% | -44.6% |
| All | +46.6% | +149.3% | -102.7% | -18.6% |
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 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