+148.6%
CVE vs CDW
+312.7%
-164.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +1.0% |
| 7D | +5.9% | +9.3% | -3.4% | +1.6% |
| 30D | -10.9% | +14.4% | -25.2% | -17.6% |
| 3M | -4.5% | +21.4% | -25.9% | -15.5% |
| 6M | -1.0% | +72.8% | -73.8% | -29.3% |
| YTD | +74.7% | +28.0% | +46.7% | +42.6% |
| 1Y | +65.8% | +19.3% | +46.5% | +40.5% |
| 3Y | +73.2% | -15.3% | +88.5% | +70.6% |
| 5Y | +155.6% | -3.8% | +159.4% | +121.0% |
| All | +148.6% | +312.7% | -164.1% | +45.3% |
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