+135.5%
CVE vs BBWI
-44.4%
+179.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -10.0% | -4.2% | -5.7% | -9.2% |
| 30D | -11.9% | +24.9% | -36.7% | -16.7% |
| 3M | -5.9% | +13.2% | -19.2% | -9.8% |
| 6M | -1.6% | +12.1% | -13.7% | -7.0% |
| YTD | +66.3% | +11.1% | +55.2% | +54.2% |
| 1Y | +57.5% | +0.7% | +56.8% | +47.6% |
| 3Y | +65.4% | -23.8% | +89.2% | +58.2% |
| 5Y | +144.2% | -66.9% | +211.1% | +179.8% |
| 10Y | +135.5% | -45.3% | +180.8% | +54.8% |
| All | +135.5% | -44.4% | +179.9% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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