+163.2%
CVE vs GTLB
-50.0%
+213.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.6% |
| 7D | -10.1% | -9.6% | -0.5% | -9.5% |
| 30D | -12.1% | -14.5% | +2.4% | -11.3% |
| 3M | -1.9% | +20.9% | -22.8% | -3.4% |
| 6M | -1.8% | +81.4% | -83.2% | -6.5% |
| YTD | +65.8% | +25.6% | +40.2% | +61.6% |
| 1Y | +60.8% | +3.4% | +57.4% | +59.0% |
| 3Y | +70.1% | +8.9% | +61.2% | +63.9% |
| 5Y | +134.8% | -64.0% | +198.7% | +131.9% |
| All | +163.2% | -50.0% | +213.2% | +152.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling