+159.5%
CVE vs GWW
+218.6%
-59.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +0.9% |
| 7D | +5.9% | +3.6% | +2.4% | +4.9% |
| 30D | -10.9% | +12.1% | -23.0% | -14.0% |
| 3M | -4.5% | +12.9% | -17.4% | -8.2% |
| 6M | -1.0% | +19.3% | -20.3% | -6.8% |
| YTD | +74.7% | +48.7% | +26.0% | +51.8% |
| 1Y | +65.8% | +60.5% | +5.3% | +40.0% |
| 3Y | +73.2% | +93.3% | -20.1% | +35.4% |
| All | +159.5% | +218.6% | -59.2% | +51.1% |
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 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