+57.7%
CVE vs WCN
+45.2%
+12.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -16.1% | +2.9% | -19.0% | -16.3% |
| 30D | -10.4% | +22.1% | -32.5% | -12.1% |
| 3M | -2.4% | +13.2% | -15.5% | -3.3% |
| 6M | -4.4% | +23.7% | -28.1% | -6.6% |
| YTD | +64.9% | +8.7% | +56.2% | +63.7% |
| 1Y | +66.0% | +15.3% | +50.7% | +63.8% |
| 3Y | +57.7% | +46.0% | +11.6% | +52.2% |
| All | +57.7% | +45.2% | +12.5% | +52.2% |
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