+255.7%
CVE vs TW
+287.8%
-32.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -10.1% | +3.4% | -13.5% | -11.1% |
| 30D | -12.1% | +15.5% | -27.6% | -16.4% |
| 3M | -1.9% | +25.1% | -27.0% | -9.5% |
| 6M | -1.8% | +18.2% | -20.0% | -8.4% |
| YTD | +65.8% | +19.7% | +46.1% | +52.6% |
| 1Y | +60.8% | +18.1% | +42.7% | +48.8% |
| 3Y | +70.1% | +40.5% | +29.6% | +41.9% |
| 5Y | +134.8% | +37.1% | +97.7% | +93.4% |
| All | +255.7% | +287.8% | -32.1% | +78.9% |
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