+62.8%
CVE vs GME
+490.4%
-427.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.1% | -2.5% |
| 7D | -14.1% | +0.7% | -14.8% | -14.1% |
| 30D | -11.6% | -2.4% | -9.2% | -11.6% |
| 3M | 0.0% | +27.1% | -27.1% | -1.3% |
| 6M | -8.4% | -0.2% | -8.1% | -8.6% |
| YTD | +65.9% | +20.4% | +45.5% | +63.6% |
| 1Y | +69.4% | +9.8% | +59.6% | +67.8% |
| 3Y | +55.9% | +74.3% | -18.3% | +40.2% |
| 5Y | +146.2% | -54.7% | +200.8% | +130.3% |
| 10Y | +140.6% | +482.0% | -341.4% | +2.5% |
| All | +62.8% | +490.4% | -427.7% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling