+62.8%
CVE vs WAT
+643.6%
-580.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -1.6% |
| 7D | -14.1% | -5.6% | -8.4% | -12.3% |
| 30D | -11.6% | +3.8% | -15.4% | -13.1% |
| 3M | 0.0% | +13.3% | -13.2% | -5.1% |
| 6M | -8.4% | +32.2% | -40.6% | -19.0% |
| YTD | +65.9% | +19.3% | +46.6% | +49.8% |
| 1Y | +69.4% | +21.8% | +47.6% | +51.3% |
| 3Y | +55.9% | +73.9% | -18.0% | +10.6% |
| 5Y | +146.2% | +32.1% | +114.1% | +91.7% |
| 10Y | +140.6% | +228.2% | -87.6% | +9.2% |
| All | +62.8% | +643.6% | -580.8% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling