+50.9%
CVE vs CDW
+903.1%
-852.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.8% |
| 7D | +2.5% | +3.2% | -0.7% | +1.0% |
| 30D | +16.7% | +9.3% | +7.4% | +11.2% |
| 3M | +9.3% | +9.8% | -0.5% | +2.6% |
| 6M | +43.6% | +23.3% | +20.3% | +23.7% |
| YTD | +93.6% | +13.7% | +79.9% | +72.5% |
| 1Y | +98.8% | -6.5% | +105.2% | +94.6% |
| 3Y | +73.6% | -25.2% | +98.8% | +84.4% |
| 5Y | +312.5% | -19.5% | +332.0% | +305.5% |
| 10Y | +161.0% | +285.8% | -124.8% | +39.1% |
| All | +50.9% | +903.1% | -852.2% | -31.3% |
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 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