+135.5%
CVE vs WCN
+45.6%
+89.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -16.1% | +2.9% | -19.0% | -16.8% |
| 30D | -10.4% | +22.1% | -32.5% | -15.1% |
| 3M | -2.4% | +13.2% | -15.5% | -5.6% |
| 6M | -4.4% | +23.7% | -28.1% | -10.2% |
| YTD | +64.9% | +8.7% | +56.2% | +60.8% |
| 1Y | +66.0% | +15.3% | +50.7% | +58.7% |
| 3Y | +57.7% | +46.0% | +11.6% | +33.1% |
| All | +135.5% | +45.6% | +89.9% | +102.8% |
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 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