+148.6%
CVE vs WAT
+222.4%
-73.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +5.9% | +0.6% | +5.4% | +5.7% |
| 30D | -10.9% | +5.4% | -16.3% | -12.4% |
| 3M | -4.5% | +11.3% | -15.8% | -8.0% |
| 6M | -1.0% | +37.4% | -38.4% | -11.4% |
| YTD | +74.7% | +21.2% | +53.6% | +60.4% |
| 1Y | +65.8% | +21.3% | +44.5% | +51.9% |
| 3Y | +73.2% | +83.4% | -10.2% | +26.5% |
| 5Y | +155.6% | +29.0% | +126.6% | +111.8% |
| All | +148.6% | +222.4% | -73.9% | +43.8% |
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