+151.2%
CVE vs WETO
-99.4%
+250.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.1% | +5.9% | +0.9% |
| 7D | +2.0% | -38.7% | +40.7% | +2.3% |
| 30D | +13.2% | -51.3% | +64.5% | +12.3% |
| 3M | +21.7% | -97.8% | +119.5% | +22.5% |
| 6M | +48.4% | -94.8% | +143.1% | +46.8% |
| YTD | +100.1% | -97.2% | +197.3% | +99.0% |
| 1Y | +107.8% | -98.9% | +206.8% | +109.1% |
| All | +151.2% | -99.4% | +250.6% | +159.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling