+159.5%
CVE vs WCN
+48.0%
+111.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +5.9% | +2.6% | +3.3% | +5.3% |
| 30D | -10.9% | +23.9% | -34.8% | -15.8% |
| 3M | -4.5% | +17.4% | -21.9% | -8.5% |
| 6M | -1.0% | +28.0% | -29.0% | -7.8% |
| YTD | +74.7% | +11.6% | +63.2% | +69.3% |
| 1Y | +65.8% | +16.9% | +49.0% | +58.1% |
| 3Y | +73.2% | +51.6% | +21.6% | +44.2% |
| All | +159.5% | +48.0% | +111.5% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling