+138.1%
CVE vs GDDY
+406.5%
-268.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.7% |
| 7D | +2.5% | +3.7% | -1.2% | +1.5% |
| 30D | +16.7% | +10.4% | +6.3% | +13.2% |
| 3M | +9.3% | +19.4% | -10.1% | +1.8% |
| 6M | +43.6% | +14.3% | +29.3% | +34.4% |
| YTD | +93.6% | -18.4% | +111.9% | +98.9% |
| 1Y | +98.8% | -30.1% | +128.8% | +114.0% |
| 3Y | +73.6% | +39.4% | +34.1% | +43.2% |
| 5Y | +312.5% | +35.2% | +277.3% | +234.4% |
| 10Y | +161.0% | +210.0% | -49.0% | +75.4% |
| All | +138.1% | +406.5% | -268.4% | +53.8% |
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