+113.5%
CVE vs GDDY
+461.7%
-348.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | +4.6% | -6.5% | +11.1% | +6.4% |
| 30D | -12.0% | +9.0% | -21.0% | -14.4% |
| 3M | -3.8% | +22.3% | -26.1% | -10.1% |
| 6M | -2.7% | +29.1% | -31.8% | -12.3% |
| YTD | +73.6% | -9.5% | +83.1% | +71.7% |
| 1Y | +62.0% | -15.2% | +77.3% | +63.6% |
| 3Y | +72.7% | +28.2% | +44.6% | +47.1% |
| 5Y | +153.9% | +58.3% | +95.6% | +94.9% |
| 10Y | +147.6% | +239.0% | -91.3% | +60.5% |
| All | +113.5% | +461.7% | -348.1% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling