+146.9%
CVE vs WPM
+752.0%
-605.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.1% |
| 7D | +4.6% | -0.5% | +5.1% | +4.6% |
| 30D | -12.0% | -3.1% | -8.9% | -11.9% |
| 3M | -3.8% | -2.2% | -1.6% | -4.3% |
| 6M | -2.7% | -7.4% | +4.7% | -2.8% |
| YTD | +73.6% | +12.6% | +61.0% | +64.5% |
| 1Y | +62.0% | +22.8% | +39.2% | +50.6% |
| 3Y | +72.7% | +213.6% | -140.9% | +28.0% |
| 5Y | +153.9% | +211.2% | -57.2% | +84.9% |
| All | +146.9% | +752.0% | -605.0% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling