+256.7%
CVE vs TW
+291.9%
-35.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | -10.0% | +3.1% | -13.1% | -10.9% |
| 30D | -11.9% | +16.7% | -28.6% | -16.4% |
| 3M | -5.9% | +25.2% | -31.1% | -13.2% |
| 6M | -1.6% | +19.5% | -21.0% | -8.4% |
| YTD | +66.3% | +21.0% | +45.3% | +52.5% |
| 1Y | +57.5% | +19.0% | +38.6% | +45.4% |
| 3Y | +65.4% | +40.7% | +24.7% | +38.0% |
| 5Y | +144.2% | +40.1% | +104.0% | +99.2% |
| All | +256.7% | +291.9% | -35.2% | +78.8% |
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