+135.5%
CVE vs WCN
+300.6%
-165.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | -10.0% | +2.6% | -12.6% | -11.1% |
| 30D | -11.9% | +25.3% | -37.2% | -21.1% |
| 3M | -5.9% | +15.2% | -21.2% | -12.5% |
| 6M | -1.6% | +26.4% | -28.0% | -12.9% |
| YTD | +66.3% | +9.9% | +56.3% | +56.8% |
| 1Y | +57.5% | +16.2% | +41.3% | +44.2% |
| 3Y | +65.4% | +49.4% | +16.0% | +27.0% |
| 5Y | +144.2% | +46.2% | +98.0% | +86.7% |
| 10Y | +135.5% | +305.7% | -170.2% | +13.6% |
| All | +135.5% | +300.6% | -165.1% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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