+163.4%
CVE vs GTLB
-48.0%
+211.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.7% | -2.3% |
| 7D | -14.1% | -13.5% | -0.5% | -13.3% |
| 30D | -11.6% | -5.1% | -6.5% | -11.4% |
| 3M | 0.0% | +35.5% | -35.4% | -2.2% |
| 6M | -8.4% | +97.2% | -105.6% | -13.2% |
| YTD | +65.9% | +30.5% | +35.4% | +61.3% |
| 1Y | +69.4% | +6.9% | +62.5% | +67.1% |
| 3Y | +55.9% | +15.7% | +40.3% | +49.5% |
| 5Y | +146.2% | -60.3% | +206.5% | +140.9% |
| All | +163.4% | -48.0% | +211.4% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling