+130.1%
CVE vs GME
+520.4%
-390.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -10.1% | +5.8% | -15.9% | -10.3% |
| 30D | -12.1% | -3.7% | -8.5% | -12.0% |
| 3M | -1.9% | +33.6% | -35.4% | -3.1% |
| 6M | -1.8% | +5.4% | -7.2% | -2.2% |
| YTD | +65.8% | +27.4% | +38.3% | +63.7% |
| 1Y | +60.8% | +19.0% | +41.8% | +59.2% |
| 3Y | +70.1% | +101.5% | -31.4% | +56.1% |
| 5Y | +134.8% | -50.5% | +185.2% | +122.5% |
| 10Y | +130.1% | +493.3% | -363.2% | +18.4% |
| All | +130.1% | +520.4% | -390.3% | +18.4% |
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