+98.8%
CVE vs GTLB
+14.4%
+84.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.3% |
| 7D | +2.5% | +11.1% | -8.6% | +3.0% |
| 30D | +16.7% | +37.8% | -21.1% | +18.3% |
| 3M | +9.3% | +61.6% | -52.3% | +11.7% |
| 6M | +43.6% | +98.9% | -55.3% | +47.0% |
| YTD | +93.6% | +32.8% | +60.8% | +95.3% |
| 1Y | +98.8% | +14.7% | +84.1% | +105.0% |
| All | +98.8% | +14.4% | +84.3% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling