+134.8%
CVE vs WU
-42.0%
+176.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -10.1% | +9.1% | -19.1% | -11.5% |
| 30D | -12.1% | +12.1% | -24.2% | -14.0% |
| 3M | -1.9% | +0.3% | -2.2% | -2.2% |
| 6M | -1.8% | -19.1% | +17.3% | +1.9% |
| YTD | +65.8% | -19.2% | +85.0% | +70.9% |
| 1Y | +60.8% | -15.3% | +76.1% | +63.4% |
| 3Y | +70.1% | -21.3% | +91.4% | +72.3% |
| 5Y | +134.8% | -41.7% | +176.4% | +160.7% |
| All | +134.8% | -42.0% | +176.7% | +160.7% |
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