+130.1%
CVE vs WCC
+492.1%
-362.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | -3.1% |
| 7D | -10.1% | -5.7% | -4.4% | -8.1% |
| 30D | -12.1% | -13.5% | +1.4% | -7.2% |
| 3M | -1.9% | -12.9% | +11.0% | +2.5% |
| 6M | -1.8% | -10.7% | +8.8% | -0.8% |
| YTD | +65.8% | +30.0% | +35.8% | +36.5% |
| 1Y | +60.8% | +24.7% | +36.1% | +34.5% |
| 3Y | +70.1% | +136.6% | -66.4% | -8.3% |
| 5Y | +134.8% | +143.9% | -9.1% | +10.2% |
| 10Y | +130.1% | +465.9% | -335.8% | -43.6% |
| All | +130.1% | +492.1% | -362.0% | -43.6% |
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