+66.0%
CVE vs NWSA
+4.0%
+62.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.6% |
| 7D | -16.1% | -9.4% | -6.8% | -16.6% |
| 30D | -10.4% | -7.8% | -2.6% | -10.7% |
| 3M | -2.4% | -10.8% | +8.4% | -3.1% |
| 6M | -4.4% | +1.1% | -5.5% | -3.2% |
| YTD | +64.9% | +1.8% | +63.1% | +68.0% |
| 1Y | +66.0% | +6.0% | +60.0% | +66.5% |
| All | +66.0% | +4.0% | +62.0% | +66.5% |
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