+98.8%
CVE vs GAP
+1.5%
+97.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | +2.5% | -4.5% | +7.0% | +2.3% |
| 30D | +16.7% | +9.0% | +7.7% | +17.2% |
| 3M | +9.3% | +5.0% | +4.3% | +9.9% |
| 6M | +43.6% | -17.8% | +61.4% | +46.0% |
| YTD | +93.6% | -10.4% | +104.0% | +95.8% |
| 1Y | +98.8% | -3.4% | +102.1% | +96.8% |
| All | +98.8% | +1.5% | +97.3% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling