+58.6%
CVE vs BBWI
-25.6%
+84.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.2% | +3.5% | -2.3% |
| 7D | -14.1% | -3.1% | -11.0% | -13.9% |
| 30D | -11.6% | +23.1% | -34.8% | -13.2% |
| 3M | 0.0% | +7.3% | -7.3% | -0.8% |
| 6M | -8.4% | +22.6% | -31.0% | -11.1% |
| YTD | +65.9% | +13.3% | +52.6% | +61.0% |
| 1Y | +69.4% | -2.6% | +72.0% | +68.1% |
| All | +58.6% | -25.6% | +84.2% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling