+135.5%
CVE vs WAT
+228.2%
-92.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -10.0% | +3.4% | -13.4% | -10.9% |
| 30D | -11.9% | +9.6% | -21.5% | -14.4% |
| 3M | -5.9% | +15.5% | -21.4% | -10.4% |
| 6M | -1.6% | +33.9% | -35.5% | -11.1% |
| YTD | +66.3% | +25.2% | +41.1% | +51.2% |
| 1Y | +57.5% | +26.3% | +31.2% | +42.6% |
| 3Y | +65.4% | +85.8% | -20.4% | +20.7% |
| 5Y | +144.2% | +35.3% | +108.9% | +98.8% |
| 10Y | +135.5% | +231.8% | -96.3% | +35.3% |
| All | +135.5% | +228.2% | -92.7% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling