+162.3%
CVE vs BWA
+151.8%
+10.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.8% |
| 7D | +2.5% | +5.7% | -3.2% | -0.7% |
| 30D | +16.7% | +1.4% | +15.3% | +15.4% |
| 3M | +9.3% | -12.1% | +21.4% | +16.1% |
| 6M | +43.6% | +28.6% | +15.0% | +20.0% |
| YTD | +93.6% | +51.1% | +42.5% | +42.8% |
| 1Y | +98.8% | +55.9% | +42.9% | +42.0% |
| 3Y | +73.6% | +70.1% | +3.5% | +11.3% |
| 5Y | +312.5% | +90.7% | +221.8% | +129.9% |
| All | +162.3% | +151.8% | +10.5% | +20.3% |
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