+143.5%
CVE vs GWW
+653.9%
-510.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.7% | +2.3% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -10.8% | +14.0% | -24.8% | -16.5% |
| 3M | -4.3% | +14.4% | -18.7% | -10.6% |
| 6M | -1.5% | +21.7% | -23.1% | -11.2% |
| YTD | +70.7% | +48.4% | +22.3% | +38.5% |
| 1Y | +58.1% | +58.4% | -0.3% | +23.9% |
| 3Y | +69.8% | +92.3% | -22.4% | +18.0% |
| 5Y | +148.9% | +221.8% | -72.9% | +26.4% |
| 10Y | +143.5% | +657.6% | -514.0% | -12.1% |
| All | +143.5% | +653.9% | -510.4% | -12.1% |
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