+98.8%
CVE vs NWSA
+5.5%
+93.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.6% |
| 7D | +2.5% | -1.9% | +4.4% | +2.2% |
| 30D | +16.7% | +4.6% | +12.2% | +17.5% |
| 3M | +9.3% | +13.2% | -4.0% | +11.5% |
| 6M | +43.6% | +27.0% | +16.6% | +46.8% |
| YTD | +93.6% | +16.8% | +76.8% | +98.4% |
| 1Y | +98.8% | +4.5% | +94.2% | +98.5% |
| All | +98.8% | +5.5% | +93.2% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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