+143.5%
CVE vs NWSA
+153.1%
-9.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.8% | +2.3% |
| 7D | +0.1% | -12.2% | +12.3% | +6.4% |
| 30D | -10.8% | -8.7% | -2.1% | -7.6% |
| 3M | -4.3% | -6.0% | +1.6% | -2.6% |
| 6M | -1.5% | -0.3% | -1.1% | -4.0% |
| YTD | +70.7% | +3.5% | +67.2% | +60.7% |
| 1Y | +58.1% | +0.8% | +57.3% | +51.0% |
| 3Y | +69.8% | +31.1% | +38.7% | +36.1% |
| 5Y | +148.9% | +18.8% | +130.1% | +101.6% |
| 10Y | +143.5% | +147.9% | -4.3% | +21.8% |
| All | +143.5% | +153.1% | -9.6% | +21.8% |
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