+36.0%
GPN vs CVE
+59.5%
-23.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.9% |
| 7D | +3.7% | -10.0% | +13.7% | +2.2% |
| 30D | +23.6% | -11.9% | +35.4% | +21.6% |
| 3M | +18.3% | -5.9% | +24.2% | +17.6% |
| 6M | +47.8% | -1.6% | +49.4% | +48.8% |
| YTD | +32.6% | +66.3% | -33.7% | +33.7% |
| 1Y | +36.0% | +57.5% | -21.5% | +38.2% |
| All | +36.0% | +59.5% | -23.5% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling