+134.5%
CVE vs GWW
+699.0%
-564.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.2% |
| 7D | -16.1% | +6.0% | -22.1% | -18.7% |
| 30D | -10.4% | +14.0% | -24.4% | -16.1% |
| 3M | -2.4% | +12.5% | -14.9% | -8.1% |
| 6M | -4.4% | +23.6% | -28.1% | -14.7% |
| YTD | +64.9% | +43.6% | +21.3% | +35.9% |
| 1Y | +66.0% | +52.5% | +13.5% | +32.5% |
| 3Y | +57.7% | +92.6% | -34.9% | +9.4% |
| 5Y | +144.7% | +219.0% | -74.3% | +24.8% |
| All | +134.5% | +699.0% | -564.5% | -17.5% |
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