+135.8%
CVE vs WCC
+445.3%
-309.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.6% | +6.8% | +1.5% |
| 7D | -14.1% | -21.9% | +7.8% | -4.5% |
| 30D | -11.6% | -25.4% | +13.8% | -0.2% |
| 3M | 0.0% | -23.1% | +23.1% | +10.6% |
| 6M | -8.4% | -18.1% | +9.7% | -3.8% |
| YTD | +65.9% | +17.7% | +48.2% | +43.0% |
| 1Y | +69.4% | +12.4% | +57.0% | +48.6% |
| 3Y | +55.9% | +105.9% | -50.0% | -10.0% |
| 5Y | +146.2% | +116.8% | +29.4% | +22.4% |
| All | +135.8% | +445.3% | -309.5% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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