+134.5%
CVE vs NWSA
+144.8%
-10.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.4% |
| 7D | -16.1% | -9.4% | -6.8% | -12.6% |
| 30D | -10.4% | -7.8% | -2.6% | -7.6% |
| 3M | -2.4% | -10.8% | +8.4% | +2.1% |
| 6M | -4.4% | +1.1% | -5.5% | -7.7% |
| YTD | +64.9% | +1.8% | +63.1% | +56.6% |
| 1Y | +66.0% | +6.0% | +60.0% | +53.7% |
| 3Y | +57.7% | +24.6% | +33.1% | +30.1% |
| 5Y | +144.7% | +13.1% | +131.6% | +104.4% |
| All | +134.5% | +144.8% | -10.4% | +18.8% |
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