+29.3%
CVE vs CDW
+942.7%
-913.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | 0.0% |
| 7D | -14.1% | -4.1% | -9.9% | -13.4% |
| 30D | -11.6% | +16.7% | -28.4% | -18.9% |
| 3M | 0.0% | +13.6% | -13.6% | -8.3% |
| 6M | -8.4% | +17.0% | -25.4% | -20.0% |
| YTD | +65.9% | +18.1% | +47.8% | +42.3% |
| 1Y | +69.4% | +10.5% | +59.0% | +50.0% |
| 3Y | +55.9% | -20.9% | +76.8% | +58.2% |
| 5Y | +146.2% | -9.3% | +155.5% | +122.1% |
| 10Y | +140.6% | +310.6% | -169.9% | +22.5% |
| All | +29.3% | +942.7% | -913.4% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling