+130.1%
CVE vs WU
-36.4%
+166.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -10.1% | +9.1% | -19.1% | -13.6% |
| 30D | -12.1% | +12.1% | -24.2% | -16.8% |
| 3M | -1.9% | +0.3% | -2.2% | -3.1% |
| 6M | -1.8% | -19.1% | +17.3% | +4.5% |
| YTD | +65.8% | -19.2% | +85.0% | +74.3% |
| 1Y | +60.8% | -15.3% | +76.1% | +64.4% |
| 3Y | +70.1% | -21.3% | +91.4% | +72.8% |
| 5Y | +134.8% | -41.7% | +176.4% | +172.1% |
| 10Y | +130.1% | -36.0% | +166.1% | +172.0% |
| All | +130.1% | -36.4% | +166.5% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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