+58.6%
CVE vs GRMN
+161.0%
-102.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.6% |
| 7D | -14.1% | +2.3% | -16.4% | -14.4% |
| 30D | -11.6% | +2.6% | -14.2% | -12.2% |
| 3M | 0.0% | -5.0% | +5.0% | +0.7% |
| 6M | -8.4% | +23.1% | -31.5% | -12.6% |
| YTD | +65.9% | +42.9% | +23.0% | +51.3% |
| 1Y | +69.4% | +41.7% | +27.7% | +54.6% |
| All | +58.6% | +161.0% | -102.4% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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