+320.2%
CVE vs WAT
-3.2%
+323.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +2.5% | -1.3% | +3.8% | +2.7% |
| 30D | +16.7% | +2.3% | +14.4% | +16.3% |
| 3M | +9.3% | +8.7% | +0.5% | +7.6% |
| 6M | +43.6% | +28.3% | +15.3% | +36.7% |
| YTD | +93.6% | +7.8% | +85.8% | +89.8% |
| 1Y | +98.8% | +36.6% | +62.2% | +84.3% |
| 3Y | +73.6% | +45.7% | +27.9% | +54.2% |
| All | +320.2% | -3.2% | +323.4% | +286.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling