+320.2%
CVE vs CDW
-19.1%
+339.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +2.5% | +3.2% | -0.7% | +1.5% |
| 30D | +16.7% | +9.3% | +7.4% | +13.3% |
| 3M | +9.3% | +9.8% | -0.5% | +5.3% |
| 6M | +43.6% | +23.3% | +20.3% | +31.1% |
| YTD | +93.6% | +13.7% | +79.9% | +81.2% |
| 1Y | +98.8% | -6.5% | +105.2% | +99.8% |
| 3Y | +73.6% | -25.2% | +98.8% | +82.6% |
| All | +320.2% | -19.1% | +339.3% | +341.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling