+159.5%
CVE vs WU
-43.8%
+203.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | +5.9% | -2.0% | +8.0% | +6.3% |
| 30D | -10.9% | +11.4% | -22.3% | -12.8% |
| 3M | -4.5% | -6.8% | +2.3% | -3.5% |
| 6M | -1.0% | -14.6% | +13.7% | +1.2% |
| YTD | +74.7% | -20.6% | +95.4% | +80.7% |
| 1Y | +65.8% | -15.4% | +81.2% | +68.1% |
| 3Y | +73.2% | -23.6% | +96.8% | +76.6% |
| All | +159.5% | -43.8% | +203.3% | +188.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling