+70.1%
CVE vs WCN
+47.6%
+22.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -10.1% | +1.2% | -11.3% | -10.1% |
| 30D | -12.1% | +24.6% | -36.7% | -13.9% |
| 3M | -1.9% | +14.2% | -16.1% | -2.8% |
| 6M | -1.8% | +25.7% | -27.5% | -4.2% |
| YTD | +65.8% | +9.3% | +56.5% | +64.5% |
| 1Y | +60.8% | +15.3% | +45.5% | +58.8% |
| 3Y | +70.1% | +48.6% | +21.5% | +66.8% |
| All | +70.1% | +47.6% | +22.6% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling