+253.9%
CVE vs TW
+286.2%
-32.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -16.1% | +4.2% | -20.4% | -17.4% |
| 30D | -10.4% | +18.9% | -29.3% | -15.6% |
| 3M | -2.4% | +23.8% | -26.2% | -9.6% |
| 6M | -4.4% | +17.0% | -21.5% | -10.5% |
| YTD | +64.9% | +19.2% | +45.7% | +52.0% |
| 1Y | +66.0% | +20.1% | +45.9% | +52.6% |
| 3Y | +57.7% | +40.5% | +17.2% | +31.4% |
| 5Y | +144.7% | +38.0% | +106.7% | +100.8% |
| All | +253.9% | +286.2% | -32.3% | +78.3% |
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