+89.9%
CVE vs WTW
+523.4%
-433.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.2% |
| 7D | +2.5% | -2.6% | +5.1% | +3.8% |
| 30D | +16.7% | -1.0% | +17.7% | +17.0% |
| 3M | +9.3% | +29.9% | -20.7% | -5.3% |
| 6M | +43.6% | +10.7% | +32.9% | +33.8% |
| YTD | +93.6% | +2.6% | +91.0% | +85.5% |
| 1Y | +98.8% | +2.8% | +96.0% | +89.3% |
| 3Y | +73.6% | +67.3% | +6.3% | +20.1% |
| 5Y | +312.5% | +56.6% | +255.8% | +189.2% |
| 10Y | +161.0% | +204.1% | -43.0% | +21.3% |
| All | +89.9% | +523.4% | -433.5% | -49.1% |
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 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