+73.2%
CVE vs GTLB
+0.5%
+72.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | +2.5% | +11.1% | -8.6% | +2.0% |
| 30D | +16.7% | +37.8% | -21.1% | +14.9% |
| 3M | +9.3% | +61.6% | -52.3% | +6.6% |
| 6M | +43.6% | +98.9% | -55.3% | +37.8% |
| YTD | +93.6% | +32.8% | +60.8% | +90.5% |
| 1Y | +98.8% | +14.7% | +84.1% | +97.2% |
| All | +73.2% | +0.5% | +72.7% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling