+134.8%
CVE vs BBWI
-67.1%
+201.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -10.1% | -6.2% | -3.9% | -9.5% |
| 30D | -12.1% | +25.5% | -37.6% | -14.5% |
| 3M | -1.9% | +8.0% | -9.8% | -3.3% |
| 6M | -1.8% | +12.7% | -14.5% | -4.5% |
| YTD | +65.8% | +11.6% | +54.1% | +59.6% |
| 1Y | +60.8% | -0.9% | +61.7% | +56.8% |
| 3Y | +70.1% | -22.7% | +92.8% | +68.4% |
| 5Y | +134.8% | -67.2% | +201.9% | +167.0% |
| All | +134.8% | -67.1% | +201.9% | +167.0% |
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 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