+288.4%
GPN vs CVE
+61.8%
+226.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | +0.6% | -16.1% | +16.7% | +4.3% |
| 30D | +20.1% | -10.4% | +30.5% | +22.7% |
| 3M | +11.4% | -2.4% | +13.8% | +11.3% |
| 6M | +40.8% | -4.4% | +45.2% | +40.3% |
| YTD | +27.1% | +64.9% | -37.8% | +10.8% |
| 1Y | +29.2% | +66.0% | -36.8% | +12.3% |
| 3Y | -9.4% | +57.7% | -67.0% | -22.0% |
| 5Y | -25.1% | +144.7% | -169.9% | -43.9% |
| 10Y | +46.1% | +139.2% | -93.2% | -9.9% |
| All | +288.4% | +61.8% | +226.6% | +153.0% |
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