+62.8%
CVE vs WCN
+1,419.9%
-1,357.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | -14.1% | +5.5% | -19.6% | -16.6% |
| 30D | -11.6% | +24.2% | -35.8% | -21.9% |
| 3M | 0.0% | +17.0% | -17.0% | -8.8% |
| 6M | -8.4% | +22.3% | -30.7% | -18.9% |
| YTD | +65.9% | +10.2% | +55.7% | +54.4% |
| 1Y | +69.4% | +16.5% | +52.9% | +52.6% |
| 3Y | +55.9% | +47.1% | +8.8% | +18.5% |
| 5Y | +146.2% | +47.9% | +98.2% | +83.0% |
| 10Y | +140.6% | +316.7% | -176.1% | -7.1% |
| All | +62.8% | +1,419.9% | -1,357.1% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling