+130.1%
CVE vs GWW
+696.0%
-565.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | -10.1% | +5.3% | -15.3% | -12.5% |
| 30D | -12.1% | +12.4% | -24.5% | -17.1% |
| 3M | -1.9% | +13.7% | -15.6% | -8.1% |
| 6M | -1.8% | +18.0% | -19.9% | -10.3% |
| YTD | +65.8% | +44.6% | +21.2% | +36.2% |
| 1Y | +60.8% | +53.1% | +7.7% | +28.2% |
| 3Y | +70.1% | +90.2% | -20.1% | +18.8% |
| 5Y | +134.8% | +215.0% | -80.2% | +20.6% |
| 10Y | +130.1% | +658.9% | -528.8% | -16.7% |
| All | +130.1% | +696.0% | -565.9% | -16.7% |
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