+58.1%
CVE vs WAB
+46.1%
+12.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.7% |
| 7D | +0.1% | +3.1% | -3.1% | +0.3% |
| 30D | -10.8% | +6.4% | -17.3% | -10.3% |
| 3M | -4.3% | +2.2% | -6.5% | -4.0% |
| 6M | -1.5% | +13.7% | -15.2% | -0.4% |
| YTD | +70.7% | +43.0% | +27.7% | +61.8% |
| 1Y | +58.1% | +47.0% | +11.1% | +48.5% |
| All | +58.1% | +46.1% | +12.0% | +48.5% |
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 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