+58.6%
CVE vs GAP
+74.8%
-16.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | -2.2% |
| 7D | -14.1% | -2.1% | -12.0% | -14.0% |
| 30D | -11.6% | -5.1% | -6.5% | -11.3% |
| 3M | 0.0% | +9.8% | -9.7% | -1.3% |
| 6M | -8.4% | -3.6% | -4.8% | -8.7% |
| YTD | +65.9% | -9.8% | +75.7% | +65.8% |
| 1Y | +69.4% | -1.5% | +70.9% | +66.6% |
| All | +58.6% | +74.8% | -16.2% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling