+58.6%
CVE vs WU
-20.1%
+78.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.5% | -9.3% | -3.1% |
| 7D | -14.1% | +13.0% | -27.1% | -14.7% |
| 30D | -11.6% | +14.3% | -26.0% | -12.4% |
| 3M | 0.0% | +0.1% | -0.1% | +0.2% |
| 6M | -8.4% | -17.7% | +9.3% | -5.8% |
| YTD | +65.9% | -17.3% | +83.2% | +69.4% |
| 1Y | +69.4% | -11.1% | +80.5% | +69.9% |
| All | +58.6% | -20.1% | +78.7% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling