+274.9%
CVE vs TW
+301.3%
-26.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.4% |
| 7D | +5.9% | +3.9% | +2.0% | +4.6% |
| 30D | -10.9% | +19.9% | -30.8% | -16.2% |
| 3M | -4.5% | +25.9% | -30.5% | -12.1% |
| 6M | -1.0% | +21.1% | -22.1% | -8.3% |
| YTD | +74.7% | +23.9% | +50.8% | +59.0% |
| 1Y | +65.8% | +21.2% | +44.6% | +52.1% |
| 3Y | +73.2% | +44.8% | +28.4% | +43.1% |
| 5Y | +155.6% | +41.4% | +114.2% | +108.5% |
| All | +274.9% | +301.3% | -26.5% | +86.4% |
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