-38.7%
GPN vs CVE
+317.2%
-356.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.1% |
| 7D | +0.8% | +2.5% | -1.7% | +0.3% |
| 30D | +5.8% | +16.7% | -10.9% | +2.6% |
| 3M | +37.0% | +9.3% | +27.7% | +34.1% |
| 6M | +20.1% | +43.6% | -23.4% | +9.8% |
| YTD | +20.4% | +93.6% | -73.2% | +2.3% |
| 1Y | +7.4% | +98.8% | -91.3% | -9.7% |
| 3Y | -26.1% | +73.6% | -99.7% | -37.9% |
| All | -38.7% | +317.2% | -356.0% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling