+57.7%
CVE vs BBWI
-28.0%
+85.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.4% |
| 7D | -16.1% | -6.2% | -9.9% | -15.8% |
| 30D | -10.4% | +19.9% | -30.3% | -11.8% |
| 3M | -2.4% | +7.1% | -9.5% | -3.2% |
| 6M | -4.4% | +13.7% | -18.1% | -6.5% |
| YTD | +64.9% | +9.6% | +55.4% | +60.4% |
| 1Y | +66.0% | -1.6% | +67.7% | +63.6% |
| 3Y | +57.7% | -25.9% | +83.5% | +64.7% |
| All | +57.7% | -28.0% | +85.7% | +64.7% |
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