+148.6%
CVE vs NWSA
+148.1%
+0.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.7% |
| 7D | +5.9% | +2.2% | +3.7% | +4.7% |
| 30D | -10.9% | -8.8% | -2.1% | -7.6% |
| 3M | -4.5% | -6.5% | +2.0% | -2.5% |
| 6M | -1.0% | +1.5% | -2.5% | -4.5% |
| YTD | +74.7% | +4.0% | +70.7% | +64.0% |
| 1Y | +65.8% | +3.4% | +62.4% | +55.9% |
| 3Y | +73.2% | +34.8% | +38.3% | +36.6% |
| 5Y | +155.6% | +18.4% | +137.2% | +107.7% |
| All | +148.6% | +148.1% | +0.4% | +24.0% |
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