+65.8%
CVE vs GME
+21.5%
+44.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | +5.9% | +2.9% | +3.0% | +6.1% |
| 30D | -10.9% | -4.8% | -6.1% | -11.0% |
| 3M | -4.5% | +39.2% | -43.7% | -2.6% |
| 6M | -1.0% | +17.1% | -18.0% | +0.1% |
| YTD | +74.7% | +28.7% | +46.0% | +75.6% |
| 1Y | +65.8% | +23.3% | +42.5% | +67.1% |
| All | +65.8% | +21.5% | +44.3% | +67.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling