+117.9%
CVE vs GLXY
-38.8%
+156.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +5.9% | +0.9% |
| 7D | +5.9% | +5.3% | +0.7% | +5.7% |
| 30D | -10.9% | -19.8% | +8.9% | -10.4% |
| 3M | -4.5% | -31.4% | +26.8% | -3.9% |
| 6M | -1.0% | -53.3% | +52.4% | +0.6% |
| YTD | +74.7% | -35.7% | +110.4% | +73.1% |
| 1Y | +65.8% | -47.2% | +113.0% | +65.1% |
| All | +117.9% | -38.8% | +156.7% | +121.1% |
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