+62.6%
CVE vs WTW
+511.0%
-448.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -10.1% | +0.5% | -10.5% | -10.4% |
| 30D | -12.1% | +10.4% | -22.5% | -16.7% |
| 3M | -1.9% | -4.8% | +3.0% | -0.2% |
| 6M | -1.8% | +28.5% | -30.3% | -15.0% |
| YTD | +65.8% | +0.5% | +65.2% | +59.5% |
| 1Y | +60.8% | +1.6% | +59.2% | +53.6% |
| 3Y | +70.1% | +42.5% | +27.6% | +29.7% |
| 5Y | +134.8% | +49.8% | +85.0% | +68.3% |
| 10Y | +130.1% | +218.4% | -88.3% | +3.4% |
| All | +62.6% | +511.0% | -448.4% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling