+146.2%
CVE vs WAB
+207.7%
-61.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.8% | -0.2% |
| 7D | -14.1% | -2.5% | -11.6% | -13.3% |
| 30D | -11.6% | -4.4% | -7.3% | -10.0% |
| 3M | 0.0% | -5.9% | +6.0% | +2.4% |
| 6M | -8.4% | +5.9% | -14.3% | -12.8% |
| YTD | +65.9% | +30.9% | +35.0% | +38.1% |
| 1Y | +69.4% | +35.8% | +33.6% | +37.6% |
| 3Y | +55.9% | +154.0% | -98.1% | -16.2% |
| 5Y | +146.2% | +203.9% | -57.7% | +13.7% |
| All | +146.2% | +207.7% | -61.6% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling