+137.2%
CVE vs GME
+482.1%
-344.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -10.0% | +4.8% | -14.8% | -10.2% |
| 30D | -11.9% | -4.3% | -7.6% | -11.7% |
| 3M | -5.9% | +35.3% | -41.3% | -7.2% |
| 6M | -1.6% | +4.7% | -6.3% | -1.9% |
| YTD | +66.3% | +26.6% | +39.6% | +64.2% |
| 1Y | +57.5% | +18.3% | +39.2% | +55.9% |
| 3Y | +65.4% | +102.8% | -37.4% | +51.7% |
| 5Y | +144.2% | -48.9% | +193.1% | +131.1% |
| All | +137.2% | +482.1% | -344.9% | +21.2% |
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