+130.1%
CVE vs WAB
+305.5%
-175.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -2.7% |
| 7D | -10.1% | +4.0% | -14.0% | -12.5% |
| 30D | -12.1% | +4.5% | -16.6% | -14.9% |
| 3M | -1.9% | +2.3% | -4.2% | -4.1% |
| 6M | -1.8% | +12.5% | -14.3% | -11.2% |
| YTD | +65.8% | +40.2% | +25.6% | +27.6% |
| 1Y | +60.8% | +45.2% | +15.6% | +20.5% |
| 3Y | +70.1% | +171.8% | -101.7% | -19.3% |
| 5Y | +134.8% | +217.6% | -82.8% | -2.4% |
| 10Y | +130.1% | +285.3% | -155.2% | -25.0% |
| All | +130.1% | +305.5% | -175.4% | -25.0% |
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