+134.5%
CVE vs BBWI
-43.7%
+178.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.2% |
| 7D | -16.1% | -6.2% | -9.9% | -15.1% |
| 30D | -10.4% | +19.9% | -30.3% | -14.5% |
| 3M | -2.4% | +7.1% | -9.5% | -5.2% |
| 6M | -4.4% | +13.7% | -18.1% | -10.1% |
| YTD | +64.9% | +9.6% | +55.4% | +53.4% |
| 1Y | +66.0% | -1.6% | +67.7% | +56.4% |
| 3Y | +57.7% | -25.9% | +83.5% | +51.8% |
| 5Y | +144.7% | -67.8% | +212.5% | +182.4% |
| All | +134.5% | -43.7% | +178.2% | +62.0% |
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