+146.9%
CVE vs GWW
+665.1%
-518.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +4.6% | +3.7% | +0.9% | +2.9% |
| 30D | -12.0% | +13.6% | -25.6% | -17.4% |
| 3M | -3.8% | +15.4% | -19.1% | -10.5% |
| 6M | -2.7% | +21.8% | -24.5% | -12.4% |
| YTD | +73.6% | +50.0% | +23.6% | +40.1% |
| 1Y | +62.0% | +60.2% | +1.8% | +26.3% |
| 3Y | +72.7% | +94.4% | -21.6% | +19.4% |
| 5Y | +153.9% | +221.8% | -67.9% | +29.1% |
| All | +146.9% | +665.1% | -518.1% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling