+146.9%
CVE vs WAB
+269.8%
-122.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.4% |
| 7D | +4.6% | +7.9% | -3.3% | -0.4% |
| 30D | -12.0% | +4.9% | -16.9% | -15.1% |
| 3M | -3.8% | +1.8% | -5.6% | -5.7% |
| 6M | -2.7% | +12.0% | -14.7% | -11.8% |
| YTD | +73.6% | +41.3% | +32.3% | +32.8% |
| 1Y | +62.0% | +43.8% | +18.2% | +22.1% |
| 3Y | +72.7% | +171.1% | -98.4% | -18.1% |
| 5Y | +153.9% | +217.7% | -63.8% | +5.3% |
| All | +146.9% | +269.8% | -122.9% | -16.4% |
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