+105.7%
CVE vs GLXY
-41.9%
+147.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -0.8% |
| 7D | -16.1% | -14.6% | -1.5% | -15.6% |
| 30D | -10.4% | -36.2% | +25.8% | -9.3% |
| 3M | -2.4% | -30.1% | +27.7% | -1.7% |
| 6M | -4.4% | -56.1% | +51.7% | -2.7% |
| YTD | +64.9% | -38.9% | +103.9% | +63.8% |
| 1Y | +66.0% | -55.0% | +121.1% | +66.4% |
| All | +105.7% | -41.9% | +147.5% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling