+135.5%
CVE vs GTLB
-61.8%
+197.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.5% |
| 7D | -16.1% | -11.1% | -5.0% | -15.5% |
| 30D | -10.4% | -7.5% | -2.9% | -10.0% |
| 3M | -2.4% | +34.8% | -37.1% | -4.5% |
| 6M | -4.4% | +98.0% | -102.4% | -9.4% |
| YTD | +64.9% | +28.1% | +36.8% | +60.7% |
| 1Y | +66.0% | +5.6% | +60.5% | +63.9% |
| 3Y | +57.7% | +15.9% | +41.7% | +51.3% |
| All | +135.5% | -61.8% | +197.4% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling