+58.6%
CVE vs NWSA
+24.1%
+34.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -13.4% | +10.6% | 0.0% |
| 7D | -14.1% | -10.1% | -4.0% | -12.4% |
| 30D | -11.6% | -7.3% | -4.4% | -10.7% |
| 3M | 0.0% | -8.6% | +8.6% | +1.3% |
| 6M | -8.4% | +4.4% | -12.8% | -11.4% |
| YTD | +65.9% | +2.1% | +63.8% | +61.2% |
| 1Y | +69.4% | +4.1% | +65.4% | +62.9% |
| All | +58.6% | +24.1% | +34.5% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling