+320.2%
CVE vs GWW
+224.0%
+96.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | +2.5% | +1.4% | +1.1% | +2.0% |
| 30D | +16.7% | +3.3% | +13.5% | +15.6% |
| 3M | +9.3% | +2.9% | +6.3% | +7.8% |
| 6M | +43.6% | +15.8% | +27.8% | +35.7% |
| YTD | +93.6% | +32.0% | +61.6% | +74.4% |
| 1Y | +98.8% | +29.9% | +68.9% | +79.9% |
| 3Y | +73.6% | +91.1% | -17.5% | +35.1% |
| All | +320.2% | +224.0% | +96.1% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling