+130.1%
CVE vs BWA
+101.5%
+28.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -2.4% |
| 7D | -10.1% | -0.6% | -9.5% | -9.9% |
| 30D | -12.1% | -16.1% | +4.0% | -3.7% |
| 3M | -1.9% | -24.6% | +22.7% | +13.1% |
| 6M | -1.8% | -15.7% | +13.8% | +4.2% |
| YTD | +65.8% | +15.1% | +50.7% | +40.1% |
| 1Y | +60.8% | +15.9% | +45.0% | +34.7% |
| 3Y | +70.1% | +67.1% | +3.0% | +6.9% |
| 5Y | +134.8% | +34.7% | +100.0% | +58.2% |
| 10Y | +130.1% | +99.5% | +30.6% | +18.9% |
| All | +130.1% | +101.5% | +28.6% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling