+148.6%
CVE vs WTW
+218.5%
-69.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.2% |
| 7D | +5.9% | +2.0% | +4.0% | +5.0% |
| 30D | -10.9% | +12.9% | -23.7% | -15.8% |
| 3M | -4.5% | +0.7% | -5.3% | -5.5% |
| 6M | -1.0% | +39.5% | -40.4% | -16.1% |
| YTD | +74.7% | +3.1% | +71.6% | +67.4% |
| 1Y | +65.8% | +4.8% | +61.1% | +57.4% |
| 3Y | +73.2% | +42.9% | +30.2% | +34.4% |
| 5Y | +155.6% | +55.3% | +100.3% | +83.0% |
| All | +148.6% | +218.5% | -69.9% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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