+73.2%
CVE vs TW
+26.0%
+47.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +2.5% | -2.3% | +4.8% | +2.7% |
| 30D | +16.7% | +3.9% | +12.8% | +16.2% |
| 3M | +9.3% | +5.7% | +3.6% | +8.2% |
| 6M | +43.6% | -14.5% | +58.1% | +46.4% |
| YTD | +93.6% | -0.9% | +94.5% | +93.5% |
| 1Y | +98.8% | -13.5% | +112.3% | +102.9% |
| All | +73.2% | +26.0% | +47.1% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling