+692.3%
GS vs CVE
+89.9%
+602.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +0.9% | +2.5% | -1.6% | +0.2% |
| 30D | -1.6% | +16.7% | -18.3% | -5.7% |
| 3M | -4.5% | +9.3% | -13.7% | -7.3% |
| 6M | +20.9% | +43.6% | -22.7% | +8.0% |
| YTD | +19.9% | +93.6% | -73.7% | -1.8% |
| 1Y | +41.4% | +98.8% | -57.3% | +14.6% |
| 3Y | +239.2% | +73.6% | +165.6% | +179.0% |
| 5Y | +185.0% | +312.5% | -127.4% | +76.0% |
| 10Y | +655.0% | +161.0% | +493.9% | +330.4% |
| All | +692.3% | +89.9% | +602.3% | +390.8% |
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