+320.2%
CVE vs WTW
+56.1%
+264.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | +2.5% | -2.6% | +5.1% | +3.0% |
| 30D | +16.7% | -1.0% | +17.7% | +16.9% |
| 3M | +9.3% | +29.9% | -20.7% | +3.4% |
| 6M | +43.6% | +10.7% | +32.9% | +40.1% |
| YTD | +93.6% | +2.6% | +91.0% | +91.7% |
| 1Y | +98.8% | +2.8% | +96.0% | +96.3% |
| 3Y | +73.6% | +67.3% | +6.3% | +42.8% |
| All | +320.2% | +56.1% | +264.1% | +248.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling