+57.7%
CVE vs BWA
+51.7%
+5.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.2% |
| 7D | -16.1% | -5.5% | -10.7% | -15.0% |
| 30D | -10.4% | -21.7% | +11.3% | -5.2% |
| 3M | -2.4% | -25.6% | +23.3% | +4.2% |
| 6M | -4.4% | -17.4% | +13.0% | -1.5% |
| YTD | +64.9% | +9.2% | +55.8% | +50.7% |
| 1Y | +66.0% | +9.7% | +56.3% | +51.1% |
| 3Y | +57.7% | +54.6% | +3.0% | +14.4% |
| All | +57.7% | +51.7% | +5.9% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling