+488.8%
GS vs CVE
+137.5%
+351.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.7% | -3.6% | -5.7% |
| 7D | -6.3% | -14.1% | +7.7% | -3.1% |
| 30D | -3.1% | -11.6% | +8.5% | -0.6% |
| 3M | -17.7% | 0.0% | -17.7% | -18.2% |
| 6M | -4.6% | -8.4% | +3.8% | -3.8% |
| YTD | +0.3% | +65.9% | -65.6% | -13.8% |
| 1Y | +11.7% | +69.4% | -57.7% | -4.7% |
| 3Y | +183.6% | +55.9% | +127.6% | +141.9% |
| 5Y | +141.0% | +146.2% | -5.2% | +76.0% |
| All | +488.8% | +137.5% | +351.3% | +232.2% |
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 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