+73.2%
CVE vs WAB
+153.4%
-80.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +2.5% | -3.2% | +5.7% | +3.6% |
| 30D | +16.7% | -4.4% | +21.2% | +18.5% |
| 3M | +9.3% | +7.9% | +1.4% | +5.2% |
| 6M | +43.6% | +8.7% | +34.9% | +36.7% |
| YTD | +93.6% | +33.0% | +60.6% | +65.9% |
| 1Y | +98.8% | +46.7% | +52.1% | +61.1% |
| All | +73.2% | +153.4% | -80.2% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling