+70.1%
CVE vs GME
+93.1%
-23.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | -10.1% | +5.8% | -15.9% | -10.1% |
| 30D | -12.1% | -3.7% | -8.5% | -12.1% |
| 3M | -1.9% | +33.6% | -35.4% | -2.3% |
| 6M | -1.8% | +5.4% | -7.2% | -2.0% |
| YTD | +65.8% | +27.4% | +38.3% | +64.9% |
| 1Y | +60.8% | +19.0% | +41.8% | +60.2% |
| 3Y | +70.1% | +101.5% | -31.4% | +65.9% |
| All | +70.1% | +93.1% | -23.0% | +65.9% |
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