+62.8%
CVE vs WU
-21.5%
+84.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.5% | -9.3% | -5.6% |
| 7D | -14.1% | +13.0% | -27.1% | -19.0% |
| 30D | -11.6% | +14.3% | -26.0% | -17.3% |
| 3M | 0.0% | +0.1% | -0.1% | -1.2% |
| 6M | -8.4% | -17.7% | +9.3% | -3.4% |
| YTD | +65.9% | -17.3% | +83.2% | +72.4% |
| 1Y | +69.4% | -11.1% | +80.5% | +69.0% |
| 3Y | +55.9% | -19.8% | +75.7% | +57.6% |
| 5Y | +146.2% | -40.5% | +186.7% | +180.1% |
| 10Y | +140.6% | -33.7% | +174.3% | +167.9% |
| All | +62.8% | -21.5% | +84.2% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling