+73.2%
CVE vs GWW
+55.5%
+17.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.5% | -14.2% | -7.2% |
| 7D | -12.1% | +11.1% | -23.2% | -11.8% |
| 30D | -9.8% | +15.7% | -25.5% | -9.7% |
| 3M | -0.7% | +14.8% | -15.5% | -0.6% |
| 6M | -4.3% | +30.9% | -35.2% | -5.6% |
| YTD | +70.6% | +48.5% | +22.1% | +66.0% |
| 1Y | +73.2% | +57.1% | +16.1% | +70.9% |
| All | +73.2% | +55.5% | +17.7% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling