+146.9%
CVE vs WU
-39.7%
+186.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | +4.6% | -5.3% | +9.9% | +6.9% |
| 30D | -12.0% | +9.0% | -21.0% | -15.8% |
| 3M | -3.8% | -3.6% | -0.2% | -3.5% |
| 6M | -2.7% | -19.4% | +16.7% | +3.4% |
| YTD | +73.6% | -21.7% | +95.3% | +84.7% |
| 1Y | +62.0% | -16.1% | +78.1% | +65.8% |
| 3Y | +72.7% | -24.1% | +96.8% | +78.0% |
| 5Y | +153.9% | -44.1% | +198.1% | +201.2% |
| All | +146.9% | -39.7% | +186.7% | +196.5% |
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