+266.3%
CVE vs TW
+294.9%
-28.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +1.9% | +2.4% |
| 7D | +0.1% | +2.8% | -2.8% | -0.9% |
| 30D | -10.8% | +18.1% | -28.9% | -15.8% |
| 3M | -4.3% | +25.2% | -29.6% | -11.8% |
| 6M | -1.5% | +19.1% | -20.6% | -8.2% |
| YTD | +70.7% | +21.9% | +48.8% | +56.2% |
| 1Y | +58.1% | +18.9% | +39.2% | +46.0% |
| 3Y | +69.8% | +41.7% | +28.1% | +41.4% |
| 5Y | +148.9% | +40.4% | +108.5% | +103.2% |
| All | +266.3% | +294.9% | -28.6% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling