+255.9%
CVE vs TW
+285.7%
-29.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.2% | -2.9% |
| 7D | -14.1% | +7.3% | -21.4% | -16.2% |
| 30D | -11.6% | +18.6% | -30.2% | -16.7% |
| 3M | 0.0% | +24.8% | -24.8% | -7.6% |
| 6M | -8.4% | +16.1% | -24.4% | -13.9% |
| YTD | +65.9% | +19.1% | +46.8% | +53.0% |
| 1Y | +69.4% | +22.8% | +46.6% | +54.3% |
| 3Y | +55.9% | +40.4% | +15.5% | +30.0% |
| 5Y | +146.2% | +37.9% | +108.3% | +102.0% |
| All | +255.9% | +285.7% | -29.7% | +79.4% |
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 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