+73.2%
CVE vs BWA
+71.5%
+1.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.9% |
| 7D | +2.5% | +5.7% | -3.2% | +1.2% |
| 30D | +16.7% | +1.4% | +15.3% | +16.2% |
| 3M | +9.3% | -12.1% | +21.4% | +12.3% |
| 6M | +43.6% | +28.6% | +15.0% | +33.5% |
| YTD | +93.6% | +51.1% | +42.5% | +68.3% |
| 1Y | +98.8% | +55.9% | +42.9% | +70.2% |
| All | +73.2% | +71.5% | +1.7% | +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 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