+62.8%
CVE vs GWW
+1,773.8%
-1,711.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.2% | -1.4% |
| 7D | -14.1% | +5.8% | -19.9% | -17.0% |
| 30D | -11.6% | +13.8% | -25.4% | -17.8% |
| 3M | 0.0% | +13.2% | -13.1% | -6.8% |
| 6M | -8.4% | +28.4% | -36.8% | -21.0% |
| YTD | +65.9% | +44.7% | +21.2% | +33.3% |
| 1Y | +69.4% | +52.1% | +17.4% | +32.2% |
| 3Y | +55.9% | +93.9% | -37.9% | +3.8% |
| 5Y | +146.2% | +221.4% | -75.2% | +17.7% |
| 10Y | +140.6% | +719.8% | -579.2% | -35.1% |
| All | +62.8% | +1,773.8% | -1,711.0% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling