+62.8%
CVE vs BWA
+304.7%
-241.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.7% | +2.9% | +0.2% |
| 7D | -14.1% | -10.8% | -3.2% | -8.9% |
| 30D | -11.6% | -25.0% | +13.4% | +2.2% |
| 3M | 0.0% | -28.6% | +28.7% | +17.7% |
| 6M | -8.4% | -16.6% | +8.2% | -2.7% |
| YTD | +65.9% | +6.3% | +59.6% | +49.4% |
| 1Y | +69.4% | +7.2% | +62.2% | +51.2% |
| 3Y | +55.9% | +48.2% | +7.7% | +11.3% |
| 5Y | +146.2% | +23.4% | +122.7% | +84.5% |
| 10Y | +140.6% | +84.0% | +56.6% | +44.7% |
| All | +62.8% | +304.7% | -241.9% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling