+143.5%
CVE vs BWA
+92.6%
+50.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +1.8% |
| 7D | +0.1% | +1.7% | -1.6% | -1.0% |
| 30D | -10.8% | -14.6% | +3.8% | -3.2% |
| 3M | -4.3% | -26.2% | +21.9% | +11.6% |
| 6M | -1.5% | -18.4% | +17.0% | +6.6% |
| YTD | +70.7% | +14.7% | +56.0% | +44.5% |
| 1Y | +58.1% | +13.3% | +44.8% | +34.1% |
| 3Y | +69.8% | +64.7% | +5.1% | +7.5% |
| 5Y | +148.9% | +32.2% | +116.8% | +70.0% |
| 10Y | +143.5% | +96.8% | +46.7% | +25.8% |
| All | +143.5% | +92.6% | +50.9% | +25.8% |
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