+607.9%
GS vs CVE
+67.4%
+540.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.6% | +11.2% | +5.5% |
| 7D | +0.3% | -12.1% | +12.4% | +3.4% |
| 30D | +3.9% | -9.8% | +13.7% | +6.2% |
| 3M | -11.4% | -0.7% | -10.7% | -12.0% |
| 6M | +3.7% | -4.3% | +8.0% | +3.3% |
| YTD | +7.1% | +70.6% | -63.5% | -9.8% |
| 1Y | +19.7% | +73.2% | -53.5% | +0.2% |
| 3Y | +202.8% | +60.3% | +142.5% | +153.4% |
| 5Y | +156.7% | +159.3% | -2.6% | +79.6% |
| 10Y | +548.7% | +147.4% | +401.3% | +272.5% |
| All | +607.9% | +67.4% | +540.5% | +350.8% |
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 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