+146.9%
CVE vs GME
+470.0%
-323.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +4.6% | +6.0% | -1.4% | +4.4% |
| 30D | -12.0% | -5.9% | -6.1% | -11.8% |
| 3M | -3.8% | +38.2% | -42.0% | -5.1% |
| 6M | -2.7% | +14.5% | -17.3% | -3.4% |
| YTD | +73.6% | +27.6% | +46.0% | +71.4% |
| 1Y | +62.0% | +19.9% | +42.1% | +60.3% |
| 3Y | +72.7% | +104.3% | -31.6% | +58.4% |
| 5Y | +153.9% | -49.3% | +203.2% | +140.4% |
| All | +146.9% | +470.0% | -323.0% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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