+57.7%
CVE vs WU
-21.7%
+79.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.5% |
| 7D | -16.1% | +11.7% | -27.8% | -16.7% |
| 30D | -10.4% | +12.6% | -23.0% | -11.1% |
| 3M | -2.4% | -0.5% | -1.9% | -2.3% |
| 6M | -4.4% | -18.2% | +13.8% | -1.9% |
| YTD | +64.9% | -19.0% | +83.9% | +68.6% |
| 1Y | +66.0% | -16.7% | +82.7% | +68.5% |
| 3Y | +57.7% | -21.0% | +78.7% | +56.5% |
| All | +57.7% | -21.7% | +79.3% | +56.5% |
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 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