+165.9%
CVE vs NWSA
+148.7%
+17.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.4% |
| 7D | +2.5% | -1.9% | +4.4% | +3.5% |
| 30D | +16.7% | +4.6% | +12.2% | +13.8% |
| 3M | +9.3% | +13.2% | -4.0% | +1.2% |
| 6M | +43.6% | +27.0% | +16.6% | +23.9% |
| YTD | +93.6% | +16.8% | +76.8% | +73.5% |
| 1Y | +98.8% | +4.5% | +94.2% | +88.4% |
| 3Y | +73.6% | +46.2% | +27.4% | +33.0% |
| 5Y | +312.5% | +40.9% | +271.6% | +208.3% |
| All | +165.9% | +148.7% | +17.2% | +31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling