+97.9%
CVE vs GDDY
-35.4%
+133.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -0.2% |
| 7D | +1.6% | -7.0% | +8.7% | +1.2% |
| 30D | +11.7% | +6.2% | +5.5% | +12.2% |
| 3M | +18.2% | +20.0% | -1.9% | +19.8% |
| 6M | +48.8% | +6.8% | +42.0% | +50.3% |
| YTD | +99.4% | -22.3% | +121.7% | +101.1% |
| 1Y | +97.9% | -33.5% | +131.4% | +107.7% |
| All | +97.9% | -35.4% | +133.3% | +107.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling