+159.5%
CVE vs GME
-49.3%
+208.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +5.9% | +2.9% | +3.0% | +5.8% |
| 30D | -10.9% | -4.8% | -6.1% | -10.7% |
| 3M | -4.5% | +39.2% | -43.7% | -5.6% |
| 6M | -1.0% | +17.1% | -18.0% | -1.6% |
| YTD | +74.7% | +28.7% | +46.0% | +72.7% |
| 1Y | +65.8% | +23.3% | +42.5% | +64.1% |
| 3Y | +73.2% | +112.9% | -39.7% | +57.4% |
| All | +159.5% | -49.3% | +208.7% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling