+79.8%
CVE vs GDDY
+24.8%
+55.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | +2.0% | -8.1% | +10.1% | +2.1% |
| 30D | +13.2% | +2.3% | +10.9% | +13.0% |
| 3M | +21.7% | +14.7% | +6.9% | +20.4% |
| 6M | +48.4% | +2.1% | +46.3% | +47.8% |
| YTD | +100.1% | -24.6% | +124.7% | +106.0% |
| 1Y | +107.8% | -37.1% | +145.0% | +119.5% |
| All | +79.8% | +24.8% | +55.0% | +90.6% |
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