+148.9%
CVE vs GWW
+224.6%
-75.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.7% | +2.4% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -10.8% | +14.0% | -24.8% | -14.4% |
| 3M | -4.3% | +14.4% | -18.7% | -8.4% |
| 6M | -1.5% | +21.7% | -23.1% | -7.9% |
| YTD | +70.7% | +48.4% | +22.3% | +48.3% |
| 1Y | +58.1% | +58.4% | -0.3% | +34.1% |
| 3Y | +69.8% | +92.3% | -22.4% | +33.0% |
| 5Y | +148.9% | +221.8% | -72.9% | +45.8% |
| All | +148.9% | +224.6% | -75.6% | +45.8% |
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