+171.3%
CVE vs WTW
+200.6%
-29.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +3.8% |
| 7D | +0.2% | -2.7% | +2.9% | +1.3% |
| 30D | +17.5% | -5.6% | +23.1% | +20.2% |
| 3M | +16.2% | +26.5% | -10.3% | +3.7% |
| 6M | +47.8% | +8.1% | +39.6% | +40.3% |
| YTD | +98.5% | -0.3% | +98.8% | +93.9% |
| 1Y | +109.8% | -0.9% | +110.6% | +104.6% |
| 3Y | +75.5% | +66.6% | +8.8% | +24.0% |
| 5Y | +341.6% | +54.0% | +287.6% | +218.0% |
| All | +171.3% | +200.6% | -29.3% | +56.1% |
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