+176.5%
CVE vs GDDY
+201.9%
-25.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -1.2% |
| 7D | +1.6% | -7.0% | +8.7% | +3.7% |
| 30D | +11.7% | +6.2% | +5.5% | +9.0% |
| 3M | +18.2% | +20.0% | -1.9% | +8.4% |
| 6M | +48.8% | +6.8% | +42.0% | +40.6% |
| YTD | +99.4% | -22.3% | +121.7% | +108.7% |
| 1Y | +97.9% | -33.5% | +131.4% | +119.1% |
| 3Y | +76.3% | +29.2% | +47.0% | +42.0% |
| 5Y | +344.6% | +28.1% | +316.6% | +245.4% |
| All | +176.5% | +201.9% | -25.4% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling