+134.5%
CVE vs WAB
+287.6%
-153.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.7% |
| 7D | -16.1% | +1.4% | -17.6% | -17.1% |
| 30D | -10.4% | +0.4% | -10.8% | -11.0% |
| 3M | -2.4% | -3.8% | +1.5% | -0.7% |
| 6M | -4.4% | +5.1% | -9.5% | -9.7% |
| YTD | +64.9% | +33.3% | +31.6% | +31.1% |
| 1Y | +66.0% | +39.8% | +26.2% | +27.4% |
| 3Y | +57.7% | +161.1% | -103.4% | -23.2% |
| 5Y | +144.7% | +209.5% | -64.7% | +3.3% |
| All | +134.5% | +287.6% | -153.2% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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