+57.5%
CVE vs WAB
+47.8%
+9.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.4% |
| 7D | -10.0% | +4.0% | -14.0% | -9.7% |
| 30D | -11.9% | +6.3% | -18.2% | -11.3% |
| 3M | -5.9% | +3.3% | -9.2% | -5.5% |
| 6M | -1.6% | +14.5% | -16.0% | -0.4% |
| YTD | +66.3% | +42.7% | +23.6% | +58.8% |
| 1Y | +57.5% | +45.2% | +12.3% | +49.7% |
| All | +57.5% | +47.8% | +9.7% | +49.7% |
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