+57.1%
CVE vs GWW
+53.3%
+3.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.5% |
| 7D | -10.1% | +5.3% | -15.3% | -9.9% |
| 30D | -12.1% | +12.4% | -24.5% | -12.2% |
| 3M | -1.9% | +13.7% | -15.6% | -2.0% |
| 6M | -1.8% | +18.0% | -19.9% | -2.8% |
| YTD | +65.8% | +44.6% | +21.2% | +59.9% |
| All | +57.1% | +53.3% | +3.8% | +52.3% |
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