+73.2%
CVE vs GLXY
-57.6%
+130.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -17.0% | +9.3% | -7.0% |
| 7D | -12.1% | -26.8% | +14.7% | -11.3% |
| 30D | -9.8% | -38.3% | +28.5% | -8.6% |
| 3M | -0.7% | -36.9% | +36.2% | +0.3% |
| 6M | -4.3% | -52.1% | +47.8% | -3.0% |
| YTD | +70.6% | -37.5% | +108.1% | +67.3% |
| 1Y | +73.2% | -55.2% | +128.3% | +73.9% |
| All | +73.2% | -57.6% | +130.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling