+320.2%
CVE vs BBWI
-66.0%
+386.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.2% | -1.7% |
| 7D | +2.5% | +1.5% | +1.0% | +2.3% |
| 30D | +16.7% | -5.2% | +21.9% | +17.3% |
| 3M | +9.3% | +11.1% | -1.8% | +6.8% |
| 6M | +43.6% | -13.4% | +57.0% | +44.7% |
| YTD | +93.6% | +0.1% | +93.5% | +89.2% |
| 1Y | +98.8% | -36.1% | +134.9% | +109.5% |
| 3Y | +73.6% | -44.1% | +117.7% | +81.0% |
| All | +320.2% | -66.0% | +386.2% | +368.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling