+146.2%
CVE vs GAP
+8.2%
+138.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | -2.0% |
| 7D | -14.1% | -2.1% | -12.0% | -13.9% |
| 30D | -11.6% | -5.1% | -6.5% | -11.2% |
| 3M | 0.0% | +9.8% | -9.7% | -1.9% |
| 6M | -8.4% | -3.6% | -4.8% | -9.0% |
| YTD | +65.9% | -9.8% | +75.7% | +65.4% |
| 1Y | +69.4% | -1.5% | +70.9% | +65.9% |
| 3Y | +55.9% | +74.3% | -18.4% | +31.2% |
| 5Y | +146.2% | +9.9% | +136.2% | +94.1% |
| All | +146.2% | +8.2% | +138.0% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling