+89.9%
CVE vs GME
+368.0%
-278.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +2.5% | +7.2% | -4.7% | +2.1% |
| 30D | +16.7% | +0.8% | +15.9% | +16.7% |
| 3M | +9.3% | -14.0% | +23.2% | +10.0% |
| 6M | +43.6% | -19.7% | +63.3% | +44.9% |
| YTD | +93.6% | -4.6% | +98.2% | +93.4% |
| 1Y | +98.8% | -14.3% | +113.1% | +99.6% |
| 3Y | +73.6% | +4.0% | +69.6% | +60.7% |
| 5Y | +312.5% | -62.2% | +374.7% | +289.6% |
| 10Y | +161.0% | +241.4% | -80.3% | +20.4% |
| All | +89.9% | +368.0% | -278.1% | -31.5% |
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 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