+66.0%
CVE vs GAP
-5.7%
+71.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | -1.0% |
| 7D | -16.1% | -3.8% | -12.4% | -16.3% |
| 30D | -10.4% | -9.0% | -1.4% | -11.0% |
| 3M | -2.4% | +5.5% | -7.8% | -1.8% |
| 6M | -4.4% | -11.1% | +6.6% | -3.5% |
| YTD | +64.9% | -13.6% | +78.5% | +67.8% |
| 1Y | +66.0% | -2.9% | +68.9% | +69.9% |
| All | +66.0% | -5.7% | +71.7% | +69.9% |
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