+315.3%
CVE vs TW
+221.1%
+94.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | +2.5% | -2.3% | +4.8% | +3.3% |
| 30D | +16.7% | +3.9% | +12.8% | +15.1% |
| 3M | +9.3% | +5.7% | +3.6% | +6.0% |
| 6M | +43.6% | -14.5% | +58.1% | +50.5% |
| YTD | +93.6% | -0.9% | +94.5% | +90.6% |
| 1Y | +98.8% | -13.5% | +112.3% | +106.0% |
| 3Y | +73.6% | +25.0% | +48.6% | +49.6% |
| 5Y | +312.5% | +22.7% | +289.8% | +248.5% |
| All | +315.3% | +221.1% | +94.2% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling