+73.2%
CVE vs GDDY
+30.4%
+42.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | +5.9% | -0.2% | +6.2% | +5.9% |
| 30D | -10.9% | +10.4% | -21.3% | -11.1% |
| 3M | -4.5% | +13.6% | -18.1% | -4.9% |
| 6M | -1.0% | +33.7% | -34.6% | -2.4% |
| YTD | +74.7% | -8.0% | +82.8% | +80.1% |
| 1Y | +65.8% | -12.9% | +78.8% | +72.5% |
| 3Y | +73.2% | +29.3% | +43.9% | +85.7% |
| All | +73.2% | +30.4% | +42.8% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling