+98.8%
CVE vs WETO
-98.9%
+197.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -20.8% | +19.5% | -1.2% |
| 7D | +2.5% | -55.4% | +57.9% | +3.0% |
| 30D | +16.7% | -48.5% | +65.2% | +15.9% |
| 3M | +9.3% | -97.5% | +106.8% | +9.8% |
| 6M | +43.6% | -94.2% | +137.8% | +41.6% |
| YTD | +93.6% | -97.0% | +190.6% | +90.4% |
| 1Y | +98.8% | -98.9% | +197.7% | +94.8% |
| All | +98.8% | -98.9% | +197.6% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling