+156.7%
GS vs CVE
+157.6%
-0.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.6% | +11.2% | +5.1% |
| 7D | +0.3% | -12.1% | +12.4% | +2.7% |
| 30D | +3.9% | -9.8% | +13.7% | +5.7% |
| 3M | -11.4% | -0.7% | -10.7% | -11.9% |
| 6M | +3.7% | -4.3% | +8.0% | +3.4% |
| YTD | +7.1% | +70.6% | -63.5% | -8.4% |
| 1Y | +19.7% | +73.2% | -53.5% | +1.7% |
| 3Y | +202.8% | +60.3% | +142.5% | +153.5% |
| 5Y | +156.7% | +159.3% | -2.6% | +81.7% |
| All | +156.7% | +157.6% | -0.9% | +81.7% |
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