+89.9%
CVE vs WAB
+1,346.7%
-1,256.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.8% |
| 7D | +2.5% | -3.2% | +5.7% | +4.5% |
| 30D | +16.7% | -4.4% | +21.2% | +19.9% |
| 3M | +9.3% | +7.9% | +1.4% | +2.6% |
| 6M | +43.6% | +8.7% | +34.9% | +32.1% |
| YTD | +93.6% | +33.0% | +60.6% | +56.5% |
| 1Y | +98.8% | +46.7% | +52.1% | +49.9% |
| 3Y | +73.6% | +153.0% | -79.4% | -10.2% |
| 5Y | +312.5% | +222.3% | +90.2% | +79.7% |
| 10Y | +161.0% | +291.0% | -129.9% | -3.9% |
| All | +89.9% | +1,346.7% | -1,256.8% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling