+58.6%
CVE vs BWA
+47.7%
+10.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.7% | +2.9% | -1.4% |
| 7D | -14.1% | -10.8% | -3.2% | -11.7% |
| 30D | -11.6% | -25.0% | +13.4% | -5.6% |
| 3M | 0.0% | -28.6% | +28.7% | +7.8% |
| 6M | -8.4% | -16.6% | +8.2% | -6.0% |
| YTD | +65.9% | +6.3% | +59.6% | +52.5% |
| 1Y | +69.4% | +7.2% | +62.2% | +55.0% |
| All | +58.6% | +47.7% | +10.8% | +15.8% |
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 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