+159.5%
CVE vs GAP
+2.1%
+157.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +5.9% | -1.9% | +7.8% | +6.2% |
| 30D | -10.9% | -7.1% | -3.8% | -10.2% |
| 3M | -4.5% | +4.1% | -8.6% | -5.7% |
| 6M | -1.0% | +1.9% | -2.9% | -2.5% |
| YTD | +74.7% | -15.2% | +89.9% | +75.6% |
| 1Y | +65.8% | -10.6% | +76.5% | +64.7% |
| 3Y | +73.2% | +74.6% | -1.4% | +45.2% |
| All | +159.5% | +2.1% | +157.3% | +106.1% |
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