+186.8%
GS vs CVE
+54.6%
+132.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.7% | -3.6% | -5.9% |
| 7D | -6.3% | -14.1% | +7.7% | -4.0% |
| 30D | -3.1% | -11.6% | +8.5% | -1.3% |
| 3M | -17.7% | 0.0% | -17.7% | -18.4% |
| 6M | -4.6% | -8.4% | +3.8% | -3.9% |
| YTD | +0.3% | +65.9% | -65.6% | -15.9% |
| 1Y | +11.7% | +69.4% | -57.7% | -7.3% |
| All | +186.8% | +54.6% | +132.2% | +125.8% |
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