+98.8%
CVE vs TW
-15.9%
+114.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | +2.5% | -2.3% | +4.8% | +2.6% |
| 30D | +16.7% | +3.9% | +12.8% | +16.5% |
| 3M | +9.3% | +5.7% | +3.6% | +8.7% |
| 6M | +43.6% | -14.5% | +58.1% | +46.0% |
| YTD | +93.6% | -0.9% | +94.5% | +97.1% |
| 1Y | +98.8% | -13.5% | +112.3% | +108.7% |
| All | +98.8% | -15.9% | +114.7% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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