-2.7%
CVE vs GDDY
+26.9%
-29.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.6% |
| 7D | +4.6% | -6.5% | +11.1% | +4.0% |
| 30D | -12.0% | +9.0% | -21.0% | -11.3% |
| 3M | -3.8% | +22.3% | -26.1% | -1.8% |
| 6M | -2.7% | +29.1% | -31.8% | +1.6% |
| All | -2.7% | +26.9% | -29.6% | +1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling