+73.2%
CVE vs WCC
+134.5%
-61.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +1.0% |
| 7D | +5.9% | +9.9% | -4.0% | +3.9% |
| 30D | -10.9% | -8.4% | -2.4% | -9.5% |
| 3M | -4.5% | -10.3% | +5.8% | -3.0% |
| 6M | -1.0% | -10.5% | +9.5% | -0.1% |
| YTD | +74.7% | +32.2% | +42.6% | +58.2% |
| 1Y | +65.8% | +25.5% | +40.3% | +51.9% |
| 3Y | +73.2% | +134.7% | -61.5% | +20.1% |
| All | +73.2% | +134.5% | -61.3% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling