+148.6%
CVE vs WAB
+266.7%
-118.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | +5.9% | +5.1% | +0.9% | +2.6% |
| 30D | -10.9% | +4.0% | -14.9% | -13.5% |
| 3M | -4.5% | +0.1% | -4.6% | -5.4% |
| 6M | -1.0% | +12.8% | -13.8% | -10.7% |
| YTD | +74.7% | +40.1% | +34.7% | +34.4% |
| 1Y | +65.8% | +46.4% | +19.5% | +23.5% |
| 3Y | +73.2% | +167.4% | -94.2% | -17.1% |
| 5Y | +155.6% | +215.0% | -59.4% | +6.5% |
| All | +148.6% | +266.7% | -118.1% | -15.5% |
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