+143.5%
CVE vs WCC
+453.1%
-309.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.7% | +1.2% |
| 7D | +0.1% | +3.3% | -3.3% | -1.7% |
| 30D | -10.8% | -9.4% | -1.4% | -7.7% |
| 3M | -4.3% | -10.5% | +6.2% | -1.3% |
| 6M | -1.5% | -10.4% | +8.9% | -0.4% |
| YTD | +70.7% | +34.4% | +36.3% | +38.4% |
| 1Y | +58.1% | +27.7% | +30.4% | +30.8% |
| 3Y | +69.8% | +137.9% | -68.1% | -8.6% |
| 5Y | +148.9% | +147.0% | +1.9% | +16.2% |
| 10Y | +143.5% | +442.5% | -299.0% | -42.1% |
| All | +143.5% | +453.1% | -309.6% | -42.1% |
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