+73.2%
CVE vs GME
+106.8%
-33.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +5.9% | +2.9% | +3.0% | +5.9% |
| 30D | -10.9% | -4.8% | -6.1% | -10.8% |
| 3M | -4.5% | +39.2% | -43.7% | -5.0% |
| 6M | -1.0% | +17.1% | -18.0% | -1.2% |
| YTD | +74.7% | +28.7% | +46.0% | +73.8% |
| 1Y | +65.8% | +23.3% | +42.5% | +65.0% |
| 3Y | +73.2% | +112.9% | -39.7% | +67.8% |
| All | +73.2% | +106.8% | -33.6% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling