+62.8%
CVE vs WEC
+810.9%
-748.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -14.1% | +3.2% | -17.3% | -14.8% |
| 30D | -11.6% | +14.7% | -26.3% | -14.7% |
| 3M | 0.0% | +10.2% | -10.2% | -2.6% |
| 6M | -8.4% | +4.5% | -12.9% | -9.7% |
| YTD | +65.9% | +15.1% | +50.8% | +59.4% |
| 1Y | +69.4% | +9.4% | +60.0% | +64.8% |
| 3Y | +55.9% | +56.9% | -1.0% | +36.1% |
| 5Y | +146.2% | +54.4% | +91.7% | +113.3% |
| 10Y | +140.6% | +183.5% | -42.9% | +49.0% |
| All | +62.8% | +810.9% | -748.1% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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