+66.0%
CVE vs GME
+14.4%
+51.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.4% |
| 7D | -16.1% | +3.7% | -19.8% | -15.9% |
| 30D | -10.4% | +2.2% | -12.6% | -10.3% |
| 3M | -2.4% | +30.6% | -33.0% | -0.9% |
| 6M | -4.4% | -0.2% | -4.2% | -4.4% |
| YTD | +64.9% | +25.1% | +39.8% | +64.7% |
| 1Y | +66.0% | +17.7% | +48.4% | +65.1% |
| All | +66.0% | +14.4% | +51.6% | +65.1% |
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