+107.3%
CVE vs GLXY
-40.0%
+147.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +0.4% |
| 7D | -10.0% | -16.2% | +6.2% | -9.4% |
| 30D | -11.9% | -30.6% | +18.7% | -11.0% |
| 3M | -5.9% | -27.7% | +21.8% | -5.5% |
| 6M | -1.6% | -53.3% | +51.8% | 0.0% |
| YTD | +66.3% | -36.9% | +103.2% | +64.9% |
| 1Y | +57.5% | -55.6% | +113.1% | +57.9% |
| All | +107.3% | -40.0% | +147.3% | +110.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling