+175.6%
CVE vs GTLB
-49.8%
+225.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +4.6% | -3.5% | +8.1% | +4.9% |
| 30D | -12.0% | -9.0% | -3.0% | -11.5% |
| 3M | -3.8% | +15.9% | -19.6% | -5.0% |
| 6M | -2.7% | +104.9% | -107.6% | -8.1% |
| YTD | +73.6% | +26.0% | +47.6% | +69.2% |
| 1Y | +62.0% | +1.8% | +60.2% | +60.3% |
| 3Y | +72.7% | +6.0% | +66.7% | +66.7% |
| 5Y | +153.9% | -62.2% | +216.1% | +149.5% |
| All | +175.6% | -49.8% | +225.4% | +163.8% |
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