+135.8%
CVE vs CDW
+306.8%
-170.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | +0.1% |
| 7D | -14.1% | -4.1% | -9.9% | -13.4% |
| 30D | -11.6% | +16.7% | -28.4% | -19.2% |
| 3M | 0.0% | +13.6% | -13.6% | -8.7% |
| 6M | -8.4% | +17.0% | -25.4% | -20.7% |
| YTD | +65.9% | +18.1% | +47.8% | +40.8% |
| 1Y | +69.4% | +10.5% | +59.0% | +48.8% |
| 3Y | +55.9% | -20.9% | +76.8% | +58.4% |
| 5Y | +146.2% | -9.3% | +155.5% | +117.9% |
| All | +135.8% | +306.8% | -170.9% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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