+62.8%
CVE vs BBWI
+247.7%
-184.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.2% | +3.5% | -1.2% |
| 7D | -14.1% | -3.1% | -11.0% | -13.5% |
| 30D | -11.6% | +23.1% | -34.8% | -16.7% |
| 3M | 0.0% | +7.3% | -7.3% | -3.3% |
| 6M | -8.4% | +22.6% | -31.0% | -16.2% |
| YTD | +65.9% | +13.3% | +52.6% | +51.7% |
| 1Y | +69.4% | -2.6% | +72.0% | +58.9% |
| 3Y | +55.9% | -25.9% | +81.9% | +49.3% |
| 5Y | +146.2% | -66.7% | +212.9% | +182.7% |
| 10Y | +140.6% | -41.6% | +182.2% | +85.4% |
| All | +62.8% | +247.7% | -184.9% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling