+206.3%
GS vs CVE
+59.0%
+147.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.6% | +11.2% | +4.9% |
| 7D | +0.3% | -12.1% | +12.4% | +2.4% |
| 30D | +3.9% | -9.8% | +13.7% | +5.4% |
| 3M | -11.4% | -0.7% | -10.7% | -12.0% |
| 6M | +3.7% | -4.3% | +8.0% | +3.4% |
| YTD | +7.1% | +70.6% | -63.5% | -10.7% |
| 1Y | +19.7% | +73.2% | -53.5% | -1.0% |
| All | +206.3% | +59.0% | +147.3% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling