+66.0%
CVE vs WAB
+39.3%
+26.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.5% |
| 7D | -16.1% | +1.4% | -17.6% | -15.9% |
| 30D | -10.4% | +0.4% | -10.8% | -10.2% |
| 3M | -2.4% | -3.8% | +1.5% | -2.4% |
| 6M | -4.4% | +5.1% | -9.5% | -3.9% |
| YTD | +64.9% | +33.3% | +31.6% | +54.6% |
| 1Y | +66.0% | +39.8% | +26.2% | +53.8% |
| All | +66.0% | +39.3% | +26.7% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling