+148.6%
CVE vs BWA
+94.2%
+54.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +5.9% | +4.3% | +1.7% | +3.4% |
| 30D | -10.9% | -13.0% | +2.2% | -4.1% |
| 3M | -4.5% | -24.8% | +20.3% | +10.2% |
| 6M | -1.0% | -23.5% | +22.5% | +11.3% |
| YTD | +74.7% | +13.8% | +60.9% | +48.5% |
| 1Y | +65.8% | +13.4% | +52.4% | +40.5% |
| 3Y | +73.2% | +62.8% | +10.4% | +10.4% |
| 5Y | +155.6% | +28.5% | +127.1% | +78.2% |
| All | +148.6% | +94.2% | +54.3% | +28.6% |
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